+7,262.2%
CB vs TFC
+1,448.1%
+5,814.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.2% |
| 7D | +2.6% | +1.1% | +1.5% | +2.1% |
| 30D | +11.2% | +7.8% | +3.4% | +7.6% |
| 3M | +5.7% | -4.8% | +10.5% | +7.8% |
| 6M | +15.9% | +1.8% | +14.1% | +14.2% |
| YTD | +20.2% | +4.4% | +15.7% | +16.5% |
| 1Y | +32.4% | +18.0% | +14.4% | +21.5% |
| 3Y | +75.5% | +85.2% | -9.7% | +26.4% |
| 5Y | +105.5% | -1.4% | +106.9% | +87.3% |
| 10Y | +258.5% | +95.7% | +162.8% | +123.0% |
| All | +7,262.2% | +1,448.1% | +5,814.1% | +2,053.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling