+76.3%
CL vs TFC
+90.1%
-13.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.2% |
| 7D | +0.5% | +0.3% | +0.2% | +0.5% |
| 30D | +11.6% | +9.2% | +2.4% | +10.3% |
| 3M | +5.6% | -2.9% | +8.5% | +6.0% |
| 6M | +13.2% | +3.5% | +9.7% | +12.5% |
| YTD | +26.9% | +5.4% | +21.5% | +25.7% |
| 1Y | +27.3% | +17.3% | +10.0% | +24.4% |
| 3Y | +39.7% | +96.7% | -57.0% | +25.5% |
| 5Y | +41.3% | -1.1% | +42.4% | +39.3% |
| 10Y | +76.3% | +84.7% | -8.5% | +67.7% |
| All | +76.3% | +90.1% | -13.8% | +67.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling