+84.1%
CL vs TFC
+81.3%
+2.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.8% | -1.2% | +0.4% | -0.6% |
| 30D | +9.5% | +7.8% | +1.8% | +8.5% |
| 3M | +6.8% | -3.0% | +9.7% | +7.1% |
| 6M | +14.3% | +5.8% | +8.5% | +13.3% |
| YTD | +27.0% | +5.3% | +21.7% | +25.8% |
| 1Y | +26.3% | +15.7% | +10.6% | +23.6% |
| 3Y | +39.3% | +94.8% | -55.5% | +25.1% |
| 5Y | +41.5% | 0.0% | +41.5% | +39.2% |
| 10Y | +84.1% | +79.0% | +5.1% | +68.7% |
| All | +84.1% | +81.3% | +2.8% | +68.7% |
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