+411.0%
TSM vs CRS
+653.3%
-242.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.9% | +3.4% |
| 7D | +6.0% | -3.1% | +9.1% | +7.0% |
| 30D | +4.5% | -19.6% | +24.1% | +11.6% |
| 3M | +3.1% | -8.1% | +11.2% | +5.7% |
| 6M | +30.2% | +18.6% | +11.6% | +23.3% |
| YTD | +45.2% | +45.9% | -0.7% | +29.2% |
| 1Y | +79.6% | +82.5% | -2.9% | +48.0% |
| 3Y | +411.0% | +648.9% | -237.9% | +191.3% |
| All | +411.0% | +653.3% | -242.3% | +191.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling