+14.1%
CF vs TLN
-15.1%
+29.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| 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% | +13.8% |
| All | +14.1% | -15.1% | +29.1% | +13.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling