+119.1%
TSM vs CRCL
+39.4%
+79.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.8% | +8.1% | +2.6% |
| 7D | +6.0% | +7.5% | -1.4% | +5.6% |
| 30D | +4.5% | +44.3% | -39.7% | +2.6% |
| 3M | +3.1% | +16.5% | -13.4% | +1.8% |
| 6M | +30.2% | -5.6% | +35.8% | +28.9% |
| YTD | +45.2% | +21.3% | +23.9% | +42.7% |
| 1Y | +79.6% | -14.5% | +94.0% | +77.3% |
| All | +119.1% | +39.4% | +79.7% | +130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling