+1,047.9%
CCL vs TFC
+2,478.0%
-1,430.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | +3.1% | +1.2% | +1.9% | +2.6% |
| 30D | +13.7% | +8.3% | +5.4% | +8.6% |
| 3M | +3.8% | -5.2% | +9.0% | +7.0% |
| 6M | +9.3% | -0.8% | +10.1% | +9.5% |
| YTD | -1.1% | +3.4% | -4.5% | -2.7% |
| 1Y | +14.6% | +17.0% | -2.5% | +5.1% |
| 3Y | +146.4% | +86.2% | +60.2% | +76.1% |
| 5Y | +21.9% | -2.3% | +24.1% | +24.7% |
| 10Y | -29.4% | +93.9% | -123.4% | -44.5% |
| All | +1,047.9% | +2,478.0% | -1,430.0% | +421.1% |
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