+61.7%
CF vs TLN
-17.2%
+78.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.8% | -7.0% | -2.8% |
| 7D | +6.0% | +7.1% | -1.0% | +6.8% |
| 30D | +14.8% | -3.9% | +18.7% | +14.5% |
| 3M | +14.1% | -16.2% | +30.2% | +12.7% |
| 6M | +28.5% | -5.8% | +34.3% | +29.4% |
| YTD | +74.9% | -15.4% | +90.4% | +75.9% |
| 1Y | +61.7% | -16.7% | +78.4% | +65.4% |
| All | +61.7% | -17.2% | +78.9% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling