+416.1%
TFC vs CRL
+1,712.0%
-1,295.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.8% | +0.6% |
| 7D | +0.3% | +4.4% | -4.1% | -1.3% |
| 30D | +9.2% | +17.1% | -7.9% | +3.5% |
| 3M | -2.9% | +32.1% | -35.0% | -11.5% |
| 6M | +3.5% | +98.9% | -95.4% | -17.3% |
| YTD | +5.4% | +77.1% | -71.7% | -13.9% |
| 1Y | +17.3% | +110.3% | -92.9% | -9.1% |
| 3Y | +96.7% | +108.5% | -11.8% | +45.2% |
| 5Y | -1.1% | -7.9% | +6.8% | -9.6% |
| 10Y | +84.7% | +368.9% | -284.2% | +0.9% |
| All | +416.1% | +1,712.0% | -1,295.9% | +110.0% |
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