+619.9%
CF vs TDY
+455.3%
+164.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.7% |
| 7D | -0.8% | -1.8% | +1.0% | +0.1% |
| 30D | +14.3% | -13.8% | +28.0% | +23.1% |
| 3M | +27.9% | -3.9% | +31.7% | +29.3% |
| 6M | +25.5% | -9.0% | +34.5% | +29.3% |
| YTD | +81.2% | +16.5% | +64.6% | +61.5% |
| 1Y | +66.5% | +9.3% | +57.2% | +53.2% |
| 3Y | +76.7% | +45.1% | +31.6% | +33.2% |
| 5Y | +237.8% | +35.0% | +202.8% | +157.5% |
| 10Y | +619.9% | +469.0% | +150.9% | +112.7% |
| All | +619.9% | +455.3% | +164.5% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling