+404.5%
TSM vs CRM
+11.5%
+393.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.9% |
| 7D | +1.0% | -4.4% | +5.4% | +1.7% |
| 30D | +1.0% | +28.1% | -27.2% | -3.7% |
| 3M | +2.9% | +48.8% | -45.9% | -5.2% |
| 6M | +22.8% | +28.3% | -5.4% | +16.5% |
| YTD | +43.3% | -6.0% | +49.3% | +50.5% |
| 1Y | +69.2% | +1.4% | +67.7% | +71.8% |
| 3Y | +404.5% | +11.8% | +392.7% | +372.7% |
| All | +404.5% | +11.5% | +393.0% | +372.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling