+27.8%
CL vs TFC
+16.9%
+10.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.0% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | +11.6% | +9.2% | +2.4% | +9.8% |
| 3M | +5.6% | -2.9% | +8.5% | +5.9% |
| 6M | +13.2% | +3.5% | +9.7% | +12.2% |
| YTD | +26.9% | +5.4% | +21.5% | +23.7% |
| All | +27.8% | +16.9% | +10.9% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling