+71.8%
CB vs TFC
+82.8%
-11.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | +0.2% | +1.2% | -1.0% | +0.1% |
| 30D | +9.1% | +8.3% | +0.7% | +7.7% |
| 3M | +3.4% | -5.2% | +8.6% | +4.2% |
| 6M | +14.1% | -0.8% | +14.9% | +14.0% |
| YTD | +18.0% | +3.4% | +14.6% | +17.0% |
| 1Y | +30.1% | +17.0% | +13.1% | +26.6% |
| 3Y | +71.8% | +86.2% | -14.4% | +68.9% |
| All | +71.8% | +82.8% | -11.1% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling