+1,093.0%
CCL vs TFC
+2,523.9%
-1,430.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +5.8% | +1.7% | +4.1% | +4.9% |
| 30D | +17.3% | +9.0% | +8.3% | +11.7% |
| 3M | +11.3% | -2.1% | +13.5% | +12.7% |
| 6M | +18.5% | +3.4% | +15.1% | +16.0% |
| YTD | +2.8% | +5.3% | -2.5% | +0.2% |
| 1Y | +16.7% | +16.2% | +0.6% | +7.6% |
| 3Y | +146.0% | +94.8% | +51.2% | +71.3% |
| 5Y | +33.6% | -0.7% | +34.3% | +35.4% |
| 10Y | -29.4% | +80.9% | -110.3% | -42.9% |
| All | +1,093.0% | +2,523.9% | -1,430.9% | +436.2% |
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