+251.7%
CB vs TFC
+79.2%
+172.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.6% |
| 7D | +2.9% | +2.3% | +0.7% | +2.0% |
| 30D | +7.3% | +10.8% | -3.5% | +3.0% |
| 3M | +9.4% | -3.8% | +13.2% | +10.9% |
| 6M | +19.6% | +9.6% | +10.1% | +14.7% |
| YTD | +21.5% | +5.8% | +15.7% | +17.5% |
| 1Y | +28.0% | +16.2% | +11.8% | +19.1% |
| 3Y | +74.9% | +96.0% | -21.1% | +25.1% |
| 5Y | +108.1% | +1.7% | +106.4% | +94.6% |
| All | +251.7% | +79.2% | +172.4% | +137.6% |
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