+781.5%
CDE vs TFC
+92.6%
+688.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.3% |
| 7D | -6.1% | -2.5% | -3.6% | -4.9% |
| 30D | +9.5% | -2.8% | +12.3% | +10.7% |
| 3M | +32.0% | +2.1% | +29.8% | +29.8% |
| 6M | -12.8% | +10.1% | -22.9% | -17.5% |
| YTD | +14.2% | +5.4% | +8.8% | +10.0% |
| 1Y | +36.3% | +16.3% | +20.0% | +24.7% |
| All | +781.5% | +92.6% | +688.9% | +492.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling