+5,396.4%
CL vs TFC
+2,523.9%
+2,872.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.2% |
| 3M | +6.8% | -3.0% | +9.7% | +7.3% |
| 6M | +14.3% | +5.8% | +8.5% | +13.0% |
| YTD | +27.0% | +5.3% | +21.7% | +25.5% |
| 1Y | +26.3% | +15.7% | +10.6% | +22.8% |
| 3Y | +39.3% | +94.8% | -55.5% | +21.8% |
| 5Y | +41.5% | 0.0% | +41.5% | +36.2% |
| 10Y | +84.1% | +79.0% | +5.1% | +51.2% |
| All | +5,396.4% | +2,523.9% | +2,872.5% | +2,932.4% |
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