-13.1%
CRCL vs TMO
+27.8%
-40.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.0% |
| 7D | +17.1% | -1.4% | +18.5% | +17.4% |
| 30D | +61.3% | +6.2% | +55.0% | +60.2% |
| 3M | +12.7% | +27.5% | -14.7% | +8.5% |
| 6M | -3.1% | +20.0% | -23.0% | -4.3% |
| YTD | +28.7% | +6.1% | +22.6% | +34.8% |
| 1Y | -13.1% | +25.8% | -39.0% | -13.8% |
| All | -13.1% | +27.8% | -40.9% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling