+1,757.1%
TSM vs CRS
+1,409.1%
+348.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.1% |
| 7D | +2.6% | -4.1% | +6.8% | +3.8% |
| 30D | +1.4% | -16.6% | +18.0% | +6.3% |
| 3M | +5.0% | -14.3% | +19.2% | +9.1% |
| 6M | +24.0% | +11.6% | +12.4% | +19.9% |
| YTD | +41.6% | +42.6% | -1.0% | +28.0% |
| 1Y | +66.2% | +81.8% | -15.7% | +39.5% |
| 3Y | +398.2% | +632.1% | -233.8% | +185.8% |
| 5Y | +277.6% | +1,401.6% | -1,124.0% | +73.9% |
| All | +1,757.1% | +1,409.1% | +348.1% | +690.2% |
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