+4,850.5%
CL vs TFC
+2,596.5%
+2,254.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -2.2% | +2.4% | -4.6% | -2.6% |
| 30D | -4.8% | -1.3% | -3.5% | -4.6% |
| 3M | +4.9% | +6.1% | -1.2% | +3.8% |
| 6M | -5.7% | +7.3% | -13.1% | -7.0% |
| YTD | +14.4% | +8.2% | +6.2% | +12.5% |
| 1Y | +8.7% | +14.4% | -5.7% | +5.9% |
| 3Y | +30.0% | +93.7% | -63.7% | +13.6% |
| 5Y | +28.4% | +16.4% | +12.0% | +20.2% |
| 10Y | +50.1% | +101.6% | -51.5% | +20.5% |
| All | +4,850.5% | +2,596.5% | +2,254.0% | +2,619.6% |
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