+116.2%
TSM vs CRCL
+31.3%
+84.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | +1.0% | -11.2% | +12.2% | +1.6% |
| 30D | +1.0% | +27.1% | -26.2% | -0.3% |
| 3M | +2.9% | +9.6% | -6.8% | +1.9% |
| 6M | +22.8% | -19.7% | +42.5% | +22.1% |
| YTD | +43.3% | +14.2% | +29.1% | +41.2% |
| 1Y | +69.2% | -32.2% | +101.4% | +66.3% |
| All | +116.2% | +31.3% | +84.9% | +127.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling