+66.5%
CF vs TDY
+9.2%
+57.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +2.7% |
| 7D | -0.8% | -1.8% | +1.0% | -0.9% |
| 30D | +14.3% | -13.8% | +28.0% | +13.9% |
| 3M | +27.9% | -3.9% | +31.7% | +27.5% |
| 6M | +25.5% | -9.0% | +34.5% | +26.9% |
| YTD | +81.2% | +16.5% | +64.6% | +68.4% |
| 1Y | +66.5% | +9.3% | +57.2% | +54.1% |
| All | +66.5% | +9.2% | +57.3% | +54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling