+5,435.1%
CL vs TFC
+2,502.0%
+2,933.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +2.0% | +0.3% |
| 7D | +5.9% | +1.1% | +4.9% | +5.8% |
| 30D | +13.8% | +7.8% | +6.0% | +12.3% |
| 3M | +6.4% | -4.8% | +11.2% | +7.2% |
| 6M | +15.6% | +1.8% | +13.8% | +15.1% |
| YTD | +27.9% | +4.4% | +23.5% | +26.5% |
| 1Y | +31.4% | +18.0% | +13.4% | +27.3% |
| 3Y | +41.4% | +85.2% | -43.8% | +24.7% |
| 5Y | +42.8% | -1.4% | +44.2% | +37.8% |
| 10Y | +79.7% | +95.7% | -16.0% | +45.0% |
| All | +5,435.1% | +2,502.0% | +2,933.1% | +2,958.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling