+429.6%
TFC vs CRL
+1,379.5%
-949.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.6% |
| 7D | +2.4% | -1.0% | +3.4% | +2.7% |
| 30D | -1.3% | +10.7% | -12.0% | -4.3% |
| 3M | +6.1% | +55.3% | -49.2% | -7.6% |
| 6M | +7.3% | +60.7% | -53.3% | -8.5% |
| YTD | +8.2% | +44.6% | -36.4% | -5.3% |
| 1Y | +14.4% | +77.7% | -63.3% | -6.6% |
| 3Y | +93.7% | +37.6% | +56.1% | +63.1% |
| 5Y | +16.4% | -35.8% | +52.2% | +19.1% |
| 10Y | +101.6% | +241.7% | -140.2% | +21.4% |
| All | +429.6% | +1,379.5% | -949.9% | +130.9% |
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 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