-3.0%
TFC vs CRL
-10.4%
+7.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.8% | -8.7% | -2.9% |
| 7D | +1.2% | -6.1% | +7.3% | +2.4% |
| 30D | +8.3% | +12.4% | -4.1% | +4.5% |
| 3M | -5.2% | +27.1% | -32.3% | -11.7% |
| 6M | -0.8% | +85.7% | -86.5% | -17.3% |
| YTD | +3.4% | +69.2% | -65.8% | -12.5% |
| 1Y | +17.0% | +97.5% | -80.5% | -5.5% |
| 3Y | +86.2% | +86.1% | +0.1% | +46.3% |
| All | -3.0% | -10.4% | +7.3% | -14.9% |
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