-65.0%
CBRS vs TFC
+8.5%
-73.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.2% | +10.0% | +11.3% |
| 7D | +21.2% | +2.3% | +19.0% | +21.5% |
| 30D | -23.2% | +10.8% | -34.0% | -22.4% |
| 3M | -52.9% | -3.8% | -49.2% | -52.7% |
| All | -65.0% | +8.5% | -73.6% | -67.3% |
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