-89.7%
CDE vs TFC
+2,539.0%
-2,628.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.2% |
| 7D | +2.3% | +2.2% | 0.0% | +1.8% |
| 30D | +18.8% | -2.5% | +21.3% | +19.4% |
| 3M | +23.5% | +4.5% | +18.9% | +22.0% |
| 6M | -8.6% | +11.0% | -19.6% | -10.9% |
| YTD | +16.0% | +5.9% | +10.1% | +14.3% |
| 1Y | +42.1% | +14.6% | +27.5% | +37.0% |
| 3Y | +835.9% | +96.7% | +739.2% | +695.5% |
| 5Y | +197.6% | +15.6% | +182.0% | +179.5% |
| 10Y | +39.6% | +98.6% | -59.0% | +11.5% |
| All | -89.7% | +2,539.0% | -2,628.7% | -91.3% |
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