-32.2%
CRCL vs TXG
+453.6%
-485.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | -0.5% |
| 7D | -11.2% | +9.5% | -20.7% | -13.4% |
| 30D | +27.1% | +18.8% | +8.3% | +22.0% |
| 3M | +9.6% | +136.1% | -126.5% | -10.0% |
| 6M | -19.7% | +235.2% | -254.9% | -40.1% |
| YTD | +14.2% | +320.5% | -306.3% | -23.2% |
| 1Y | -32.2% | +425.2% | -457.4% | -58.8% |
| All | -32.2% | +453.6% | -485.8% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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