+11,891.7%
TSM vs CRM
+6,523.6%
+5,368.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.2% |
| 7D | +4.8% | -5.0% | +9.8% | +6.3% |
| 30D | +4.0% | +23.6% | -19.6% | -3.3% |
| 3M | +2.0% | +39.6% | -37.6% | -9.7% |
| 6M | +25.5% | +23.4% | +2.0% | +13.8% |
| YTD | +44.0% | -7.4% | +51.4% | +41.9% |
| 1Y | +75.4% | -2.3% | +77.7% | +69.1% |
| 3Y | +406.7% | +10.5% | +396.2% | +361.3% |
| 5Y | +285.0% | -4.7% | +289.7% | +256.6% |
| 10Y | +1,815.4% | +234.7% | +1,580.6% | +1,090.6% |
| All | +11,891.7% | +6,523.6% | +5,368.2% | +2,889.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling