+406.3%
TFC vs CRL
+1,630.9%
-1,224.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.8% | -8.7% | -3.2% |
| 7D | +1.2% | -6.1% | +7.3% | +2.6% |
| 30D | +8.3% | +12.4% | -4.1% | +3.9% |
| 3M | -5.2% | +27.1% | -32.3% | -12.6% |
| 6M | -0.8% | +85.7% | -86.5% | -19.1% |
| YTD | +3.4% | +69.2% | -65.8% | -14.4% |
| 1Y | +17.0% | +97.5% | -80.5% | -7.7% |
| 3Y | +86.2% | +86.1% | +0.1% | +42.2% |
| 5Y | -2.3% | -10.0% | +7.8% | -10.1% |
| 10Y | +93.9% | +395.0% | -301.1% | +4.6% |
| All | +406.3% | +1,630.9% | -1,224.6% | +108.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling