+105.9%
CB vs TFC
-0.6%
+106.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +7.4% | +8.6% | -1.3% | +5.4% |
| 3M | +8.6% | -4.3% | +12.9% | +9.6% |
| 6M | +16.1% | +5.4% | +10.7% | +14.4% |
| YTD | +20.2% | +4.5% | +15.7% | +18.3% |
| 1Y | +27.2% | +14.0% | +13.2% | +22.6% |
| 3Y | +72.7% | +93.4% | -20.7% | +42.2% |
| 5Y | +105.9% | +0.5% | +105.5% | +117.6% |
| All | +105.9% | -0.6% | +106.5% | +117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling