+8.9%
CRCL vs TLN
+19.8%
-11.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -11.2% | -1.3% | -9.9% | -10.8% |
| 30D | +27.1% | -14.3% | +41.4% | +34.5% |
| 3M | +9.6% | -9.3% | +18.9% | +12.6% |
| 6M | -19.7% | -1.1% | -18.6% | -20.2% |
| YTD | +14.2% | -16.6% | +30.8% | +18.6% |
| 1Y | -32.2% | -22.0% | -10.2% | -27.0% |
| All | +8.9% | +19.8% | -11.0% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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