+248.2%
CB vs TFC
+90.2%
+158.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | +0.2% | +1.2% | -1.0% | -0.2% |
| 30D | +9.1% | +8.3% | +0.7% | +5.7% |
| 3M | +3.4% | -5.2% | +8.6% | +5.4% |
| 6M | +14.1% | -0.8% | +14.9% | +13.8% |
| YTD | +18.0% | +3.4% | +14.6% | +15.2% |
| 1Y | +30.1% | +17.0% | +13.1% | +20.8% |
| 3Y | +71.8% | +86.2% | -14.4% | +25.7% |
| 5Y | +101.8% | -2.3% | +104.1% | +92.1% |
| All | +248.2% | +90.2% | +158.0% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling