+84.4%
TSM vs CRM
+8.9%
+75.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.8% | +2.7% |
| 7D | +2.7% | +1.3% | +1.5% | +2.8% |
| 30D | +3.6% | +34.3% | -30.7% | +6.6% |
| 3M | -3.4% | +37.7% | -41.1% | +1.5% |
| 6M | +20.6% | +34.9% | -14.3% | +27.5% |
| YTD | +41.9% | -1.6% | +43.5% | +54.7% |
| 1Y | +84.4% | +7.1% | +77.2% | +100.7% |
| All | +84.4% | +8.9% | +75.5% | +100.7% |
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