-38.5%
CRCL vs TMO
+21.2%
-59.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.1% | -4.6% | -7.9% |
| 7D | -13.1% | -4.5% | -8.6% | -12.3% |
| 30D | -17.4% | +3.1% | -20.5% | -17.3% |
| 3M | +9.8% | +17.2% | -7.4% | +8.8% |
| 6M | -39.2% | +45.3% | -84.4% | -41.1% |
| YTD | -12.4% | +17.1% | -29.5% | -6.6% |
| 1Y | -38.5% | +19.7% | -58.2% | -35.6% |
| All | -38.5% | +21.2% | -59.8% | -35.6% |
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