+4,167.3%
TSM vs CRL
+1,630.9%
+2,536.4%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.8% | -1.5% | +4.1% |
| 7D | -7.6% | -6.1% | -1.5% | -5.8% |
| 30D | -20.5% | +12.4% | -32.9% | -23.2% |
| 3M | -10.0% | +27.1% | -37.1% | -16.2% |
| 6M | -10.1% | +85.7% | -95.8% | -25.7% |
| YTD | +24.5% | +69.2% | -44.7% | +4.6% |
| 1Y | +31.2% | +97.5% | -66.3% | +5.2% |
| 3Y | +322.0% | +86.1% | +235.9% | +225.4% |
| 5Y | +245.3% | -10.0% | +255.3% | +221.1% |
| 10Y | +1,465.8% | +395.0% | +1,070.9% | +780.6% |
| All | +4,167.3% | +1,630.9% | +2,536.4% | +1,805.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling