+146.4%
CCL vs TFC
+82.8%
+63.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.3% |
| 7D | +3.1% | +1.2% | +1.9% | +2.2% |
| 30D | +13.7% | +8.3% | +5.4% | +5.8% |
| 3M | +3.8% | -5.2% | +9.0% | +8.8% |
| 6M | +9.3% | -0.8% | +10.1% | +9.2% |
| YTD | -1.1% | +3.4% | -4.5% | -4.7% |
| 1Y | +14.6% | +17.0% | -2.5% | -1.3% |
| 3Y | +146.4% | +86.2% | +60.2% | +41.8% |
| All | +146.4% | +82.8% | +63.6% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling