+79.6%
TSM vs CRL
+72.1%
+7.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.0% | +2.8% |
| 7D | +6.0% | -0.6% | +6.6% | +6.1% |
| 30D | +4.5% | +5.0% | -0.4% | +3.5% |
| 3M | +3.1% | +50.6% | -47.5% | -5.1% |
| 6M | +30.2% | +60.9% | -30.7% | +17.1% |
| YTD | +45.2% | +40.7% | +4.5% | +33.2% |
| 1Y | +79.6% | +73.3% | +6.3% | +58.8% |
| All | +79.6% | +72.1% | +7.5% | +58.8% |
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