+11.7%
CRCL vs TSEM
+408.9%
-397.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.1% |
| 7D | +4.9% | +4.7% | +0.2% | +4.3% |
| 30D | +38.7% | -14.2% | +52.9% | +41.1% |
| 3M | +14.7% | -5.0% | +19.7% | +13.6% |
| 6M | -16.9% | +87.6% | -104.4% | -24.8% |
| YTD | +17.3% | +84.4% | -67.2% | +7.3% |
| 1Y | -21.2% | +235.4% | -256.6% | -18.9% |
| All | +11.7% | +408.9% | -397.1% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling