+113.6%
TSM vs CRCL
+30.9%
+82.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.6% |
| 7D | +2.6% | -12.5% | +15.1% | +3.3% |
| 30D | +1.4% | +26.9% | -25.5% | +0.1% |
| 3M | +5.0% | +14.4% | -9.5% | +3.8% |
| 6M | +24.0% | -23.5% | +47.5% | +23.3% |
| YTD | +41.6% | +13.9% | +27.7% | +39.5% |
| 1Y | +66.2% | -20.6% | +86.7% | +64.4% |
| All | +113.6% | +30.9% | +82.7% | +125.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling