-33.8%
CCL vs TFC
+77.1%
-110.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.6% | -3.7% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +10.3% | +8.6% | +1.7% | +2.2% |
| 3M | +6.6% | -4.3% | +10.9% | +10.9% |
| 6M | +20.0% | +5.4% | +14.6% | +13.1% |
| YTD | -1.9% | +4.5% | -6.4% | -6.2% |
| 1Y | +10.4% | +14.0% | -3.6% | -2.7% |
| 3Y | +134.8% | +93.4% | +41.5% | +23.7% |
| 5Y | +34.0% | +0.5% | +33.5% | +30.9% |
| All | -33.8% | +77.1% | -110.9% | -56.0% |
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