+98.6%
TFC vs CRL
+241.6%
-143.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.2% |
| 7D | +2.2% | -0.6% | +2.8% | +2.4% |
| 30D | -2.5% | +5.0% | -7.4% | -4.2% |
| 3M | +4.5% | +50.6% | -46.0% | -9.5% |
| 6M | +11.0% | +60.9% | -50.0% | -7.5% |
| YTD | +5.9% | +40.7% | -34.9% | -8.1% |
| 1Y | +14.6% | +73.3% | -58.7% | -8.5% |
| 3Y | +96.7% | +40.6% | +56.2% | +60.1% |
| 5Y | +15.6% | -37.0% | +52.6% | +24.7% |
| 10Y | +98.6% | +244.3% | -145.7% | -4.0% |
| All | +98.6% | +241.6% | -143.0% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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