+4,762.0%
TSM vs CRL
+1,379.5%
+3,382.5%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.6% |
| 3M | -3.4% | +55.3% | -58.7% | -15.4% |
| 6M | +20.6% | +60.7% | -40.0% | +3.7% |
| YTD | +41.9% | +44.6% | -2.8% | +24.9% |
| 1Y | +84.4% | +77.7% | +6.6% | +51.9% |
| 3Y | +380.2% | +37.6% | +342.6% | +304.7% |
| 5Y | +275.3% | -35.8% | +311.2% | +284.4% |
| 10Y | +1,751.4% | +241.7% | +1,509.6% | +1,051.3% |
| All | +4,762.0% | +1,379.5% | +3,382.5% | +2,175.1% |
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