+33.0%
TSM vs CRL
+111.4%
-78.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.7% | -1.2% | +2.3% |
| 7D | -2.5% | +4.4% | -6.9% | -3.7% |
| 30D | -14.3% | +17.1% | -31.4% | -17.1% |
| 3M | -7.2% | +32.1% | -39.3% | -12.4% |
| 6M | -5.1% | +98.9% | -104.1% | -17.8% |
| YTD | +28.9% | +77.1% | -48.2% | +11.7% |
| All | +33.0% | +111.4% | -78.4% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling