+8.9%
CRCL vs TSEM
+397.0%
-388.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | +0.1% |
| 7D | -11.2% | -4.9% | -6.4% | -10.6% |
| 30D | +27.1% | -18.7% | +45.8% | +30.3% |
| 3M | +9.6% | -18.1% | +27.8% | +11.0% |
| 6M | -19.7% | +77.1% | -96.8% | -26.8% |
| YTD | +14.2% | +80.1% | -65.9% | +4.8% |
| 1Y | -32.2% | +220.4% | -252.6% | -30.7% |
| All | +8.9% | +397.0% | -388.1% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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