+246.7%
CB vs TFC
+81.3%
+165.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.0% | -1.2% | +0.2% | -0.6% |
| 30D | +7.3% | +7.8% | -0.4% | +4.2% |
| 3M | +7.0% | -3.0% | +10.0% | +8.1% |
| 6M | +16.3% | +5.8% | +10.5% | +13.1% |
| YTD | +19.7% | +5.3% | +14.4% | +16.1% |
| 1Y | +27.8% | +15.7% | +12.1% | +19.1% |
| 3Y | +72.0% | +94.8% | -22.8% | +23.4% |
| 5Y | +104.9% | 0.0% | +104.8% | +93.1% |
| 10Y | +246.7% | +79.0% | +167.7% | +134.9% |
| All | +246.7% | +81.3% | +165.4% | +134.9% |
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