+8.5%
CRCL vs TXG
+604.7%
-596.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.6% |
| 7D | -12.5% | +5.0% | -17.5% | -13.6% |
| 30D | +26.9% | +13.5% | +13.4% | +23.7% |
| 3M | +14.4% | +128.0% | -113.6% | -3.0% |
| 6M | -23.5% | +224.4% | -248.0% | -40.3% |
| YTD | +13.9% | +307.0% | -293.1% | -17.3% |
| 1Y | -20.6% | +427.2% | -447.8% | -45.4% |
| All | +8.5% | +604.7% | -596.2% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling