+218.9%
CB vs TFC
+105.4%
+113.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +0.5% | +2.4% | -1.9% | -0.5% |
| 30D | -3.1% | -1.3% | -1.8% | -2.6% |
| 3M | +9.0% | +6.1% | +2.9% | +6.1% |
| 6M | +2.9% | +7.3% | -4.5% | -0.6% |
| YTD | +10.1% | +8.2% | +1.9% | +5.7% |
| 1Y | +22.8% | +14.4% | +8.4% | +15.0% |
| 3Y | +73.8% | +93.7% | -19.9% | +24.7% |
| 5Y | +99.2% | +16.4% | +82.8% | +74.0% |
| All | +218.9% | +105.4% | +113.5% | +104.7% |
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