+807.8%
CCL vs TFC
+2,596.5%
-1,788.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -5.0% | +2.4% | -7.5% | -6.4% |
| 30D | -20.3% | -1.3% | -19.0% | -19.7% |
| 3M | -15.1% | +6.1% | -21.2% | -18.1% |
| 6M | -15.1% | +7.3% | -22.4% | -18.2% |
| YTD | -21.8% | +8.2% | -30.0% | -24.9% |
| 1Y | -24.8% | +14.4% | -39.2% | -30.1% |
| 3Y | +51.9% | +93.7% | -41.9% | +6.0% |
| 5Y | +4.0% | +16.4% | -12.4% | -3.2% |
| 10Y | -42.2% | +101.6% | -143.8% | -55.6% |
| All | +807.8% | +2,596.5% | -1,788.7% | +301.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling