+73.5%
TFC vs CRL
+354.1%
-280.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +0.1% | +8.9% | -8.8% | -2.7% |
| 30D | +8.6% | +14.0% | -5.3% | +3.2% |
| 3M | -4.3% | +19.8% | -24.2% | -10.9% |
| 6M | +5.4% | +102.0% | -96.6% | -18.6% |
| YTD | +4.5% | +70.8% | -66.3% | -15.9% |
| 1Y | +14.0% | +98.7% | -84.7% | -13.1% |
| 3Y | +93.4% | +98.2% | -4.8% | +38.1% |
| 5Y | +0.5% | -11.7% | +12.2% | -4.7% |
| All | +73.5% | +354.1% | -280.5% | -21.5% |
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