+1,502.2%
TSM vs CRL
+400.8%
+1,101.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.7% | -1.2% | +2.0% |
| 7D | -2.5% | +4.4% | -6.9% | -3.8% |
| 30D | -14.3% | +17.1% | -31.4% | -18.7% |
| 3M | -7.2% | +32.1% | -39.3% | -15.6% |
| 6M | -5.1% | +98.9% | -104.1% | -25.5% |
| YTD | +28.9% | +77.1% | -48.2% | +3.9% |
| 1Y | +37.1% | +110.3% | -73.2% | +4.0% |
| 3Y | +341.5% | +108.5% | +233.0% | +210.4% |
| 5Y | +245.7% | -7.9% | +253.5% | +227.6% |
| 10Y | +1,502.2% | +368.9% | +1,133.3% | +734.2% |
| All | +1,502.2% | +400.8% | +1,101.4% | +734.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling