+243.0%
CB vs TFC
+90.1%
+152.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.4% | -1.2% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | +6.5% | +9.2% | -2.6% | +2.9% |
| 3M | +4.1% | -2.9% | +7.0% | +5.1% |
| 6M | +14.4% | +3.5% | +10.9% | +12.2% |
| YTD | +17.5% | +5.4% | +12.1% | +13.8% |
| 1Y | +27.5% | +17.3% | +10.2% | +18.2% |
| 3Y | +71.6% | +96.7% | -25.1% | +22.6% |
| 5Y | +100.6% | -1.1% | +101.7% | +90.2% |
| 10Y | +243.0% | +84.7% | +158.3% | +130.8% |
| All | +243.0% | +90.1% | +152.9% | +130.8% |
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