+6,646.7%
CB vs TFC
+1,504.3%
+5,142.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +0.5% | +2.4% | -1.9% | -0.6% |
| 30D | -3.1% | -1.3% | -1.8% | -2.6% |
| 3M | +9.0% | +6.1% | +2.9% | +5.8% |
| 6M | +2.9% | +7.3% | -4.5% | -1.0% |
| YTD | +10.1% | +8.2% | +1.9% | +5.3% |
| 1Y | +22.8% | +14.4% | +8.4% | +14.2% |
| 3Y | +73.8% | +93.7% | -19.9% | +22.1% |
| 5Y | +99.2% | +16.4% | +82.8% | +68.1% |
| 10Y | +218.2% | +101.6% | +116.7% | +95.6% |
| All | +6,646.7% | +1,504.3% | +5,142.4% | +1,846.1% |
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