+16.0%
TFC vs CRL
-38.6%
+54.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.8% |
| 7D | -2.5% | -6.9% | +4.5% | -0.7% |
| 30D | -2.8% | -3.2% | +0.4% | -2.1% |
| 3M | +2.1% | +46.5% | -44.4% | -8.0% |
| 6M | +10.1% | +63.1% | -53.0% | -4.7% |
| YTD | +5.4% | +36.9% | -31.4% | -4.7% |
| 1Y | +16.3% | +78.1% | -61.8% | -3.1% |
| 3Y | +95.9% | +36.7% | +59.2% | +69.1% |
| 5Y | +16.0% | -38.1% | +54.1% | +6.6% |
| All | +16.0% | -38.6% | +54.6% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling