+1,643.1%
TSM vs CRS
+790.4%
+852.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -0.9% |
| 7D | +6.2% | +4.8% | +1.4% | +4.8% |
| 30D | -7.3% | -23.2% | +15.9% | -1.1% |
| 3M | -7.1% | -45.5% | +38.4% | +8.6% |
| 6M | +0.2% | -33.1% | +33.3% | +10.8% |
| YTD | +32.2% | -7.2% | +39.4% | +33.1% |
| 1Y | +42.8% | -10.0% | +52.8% | +44.7% |
| 3Y | +330.4% | +332.3% | -1.9% | +180.2% |
| 5Y | +263.9% | +801.9% | -537.9% | +88.4% |
| All | +1,643.1% | +790.4% | +852.6% | +725.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling