+69.2%
TSM vs CRM
+2.5%
+66.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.4% |
| 7D | +1.0% | -4.4% | +5.4% | +0.6% |
| 30D | +1.0% | +28.1% | -27.2% | +3.4% |
| 3M | +2.9% | +48.8% | -45.9% | +7.8% |
| 6M | +22.8% | +28.3% | -5.4% | +29.4% |
| YTD | +43.3% | -6.0% | +49.3% | +56.4% |
| 1Y | +69.2% | +1.4% | +67.7% | +83.4% |
| All | +69.2% | +2.5% | +66.7% | +83.4% |
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