+36.0%
TSM vs CRM
-11.3%
+47.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.0% |
| 7D | -10.0% | -6.2% | -3.8% | -10.7% |
| 30D | -18.5% | -1.2% | -17.4% | -18.6% |
| 3M | -4.9% | +19.1% | -24.0% | -2.4% |
| 6M | -1.0% | +23.0% | -23.9% | +4.4% |
| YTD | +31.3% | -13.7% | +44.9% | +39.5% |
| 1Y | +36.0% | -10.0% | +46.0% | +44.4% |
| All | +36.0% | -11.3% | +47.3% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 CRM 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