+8.9%
CRCL vs TD
+77.9%
-69.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.3% |
| 7D | -11.2% | -0.5% | -10.7% | -10.7% |
| 30D | +27.1% | -1.9% | +29.0% | +29.2% |
| 3M | +9.6% | +4.8% | +4.9% | +2.7% |
| 6M | -19.7% | +28.0% | -47.7% | -42.1% |
| YTD | +14.2% | +30.3% | -16.0% | -18.2% |
| 1Y | -32.2% | +59.8% | -92.0% | -60.3% |
| All | +8.9% | +77.9% | -69.1% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 5y: compounded portfolio wealth divided by compounded TD 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…
5y analysis · Full analysis span regression · 6 months rolling