+273.1%
TSM vs CRL
-35.5%
+308.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.5% | +3.3% |
| 7D | +2.7% | -1.0% | +3.8% | +3.0% |
| 30D | +3.6% | +10.7% | -7.1% | +0.9% |
| 3M | -3.4% | +55.3% | -58.7% | -14.2% |
| 6M | +20.6% | +60.7% | -40.0% | +5.3% |
| YTD | +41.9% | +44.6% | -2.8% | +26.7% |
| 1Y | +84.4% | +77.7% | +6.6% | +54.8% |
| 3Y | +380.2% | +37.6% | +342.6% | +311.6% |
| All | +273.1% | -35.5% | +308.7% | +256.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling