+36.0%
TSM vs CRCL
-33.1%
+69.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.4% |
| 7D | -10.0% | -6.8% | -3.1% | -9.3% |
| 30D | -18.5% | -8.6% | -9.9% | -17.9% |
| 3M | -4.9% | +20.3% | -25.2% | -7.3% |
| 6M | -1.0% | -36.3% | +35.4% | +0.8% |
| YTD | +31.3% | -4.0% | +35.3% | +28.1% |
| 1Y | +36.0% | -31.6% | +67.6% | +36.8% |
| All | +36.0% | -33.1% | +69.1% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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