+70.6%
CF vs TDY
+48.9%
+21.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.3% |
| 7D | +6.0% | -1.8% | +7.8% | +6.2% |
| 30D | +14.8% | -10.7% | +25.5% | +16.6% |
| 3M | +14.1% | -1.3% | +15.3% | +13.9% |
| 6M | +28.5% | -10.6% | +39.1% | +31.0% |
| YTD | +74.9% | +19.6% | +55.4% | +65.2% |
| 1Y | +61.7% | +11.6% | +50.1% | +54.8% |
| All | +70.6% | +48.9% | +21.7% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling