+113.8%
CF vs TLN
+733.8%
-620.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.4% |
| 7D | +5.4% | +22.3% | -16.9% | +5.7% |
| 30D | +6.5% | +1.2% | +5.4% | +6.6% |
| 3M | +4.6% | +5.9% | -1.3% | +4.9% |
| 6M | -3.3% | +3.2% | -6.5% | -2.9% |
| YTD | +63.9% | +3.2% | +60.7% | +64.6% |
| 1Y | +50.4% | +5.2% | +45.2% | +50.9% |
| 3Y | +68.2% | +606.3% | -538.0% | +96.1% |
| All | +113.8% | +733.8% | -620.0% | +177.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling