-41.7%
CCL vs TFC
+97.4%
-139.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.4% |
| 7D | -4.4% | -1.3% | -3.1% | -3.2% |
| 30D | -18.2% | -2.3% | -15.9% | -16.4% |
| 3M | -17.7% | +2.5% | -20.2% | -20.0% |
| 6M | -13.0% | +9.5% | -22.5% | -20.2% |
| YTD | -24.5% | +5.1% | -29.5% | -27.9% |
| 1Y | -26.9% | +15.5% | -42.4% | -36.4% |
| 3Y | +50.8% | +95.2% | -44.4% | -21.1% |
| 5Y | -0.9% | +14.5% | -15.4% | -15.2% |
| 10Y | -41.7% | +97.2% | -138.9% | -62.9% |
| All | -41.7% | +97.4% | -139.1% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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