+107.8%
CB vs TFC
+1.3%
+106.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | +2.9% | +2.3% | +0.7% | +2.4% |
| 30D | +7.3% | +10.8% | -3.5% | +4.8% |
| 3M | +9.4% | -3.8% | +13.2% | +10.3% |
| 6M | +19.6% | +9.6% | +10.1% | +16.8% |
| YTD | +21.5% | +5.8% | +15.7% | +19.3% |
| 1Y | +28.0% | +16.2% | +11.8% | +22.8% |
| 3Y | +74.9% | +96.0% | -21.1% | +43.6% |
| All | +107.8% | +1.3% | +106.5% | +120.7% |
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