+27.2%
CB vs TFC
+16.9%
+10.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.4% | -0.8% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | +6.5% | +9.2% | -2.6% | +5.1% |
| 3M | +4.1% | -2.9% | +7.0% | +4.3% |
| 6M | +14.4% | +3.5% | +10.9% | +13.5% |
| YTD | +17.5% | +5.4% | +12.1% | +17.0% |
| All | +27.2% | +16.9% | +10.3% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling