+471.5%
CF vs TDY
+434.3%
+37.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +4.8% | +4.1% | +0.7% | +2.7% |
| 30D | +4.7% | +5.7% | -1.0% | +1.1% |
| 3M | +7.4% | -4.4% | +11.9% | +8.9% |
| 6M | +0.6% | +1.2% | -0.6% | -1.9% |
| YTD | +64.1% | +26.0% | +38.1% | +39.5% |
| 1Y | +51.4% | +27.4% | +24.0% | +27.8% |
| 3Y | +67.8% | +67.5% | +0.3% | +16.0% |
| 5Y | +114.1% | +44.9% | +69.3% | +56.9% |
| All | +471.5% | +434.3% | +37.2% | +80.6% |
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