+21.3%
TFC vs CAG
-6.8%
+28.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.0% | -3.0% | +2.1% |
| 7D | +5.1% | +9.7% | -4.6% | +3.7% |
| 30D | +9.8% | +15.8% | -6.0% | +7.6% |
| 3M | -2.4% | +1.8% | -4.2% | -3.1% |
| 6M | +4.9% | +11.5% | -6.6% | +2.5% |
| YTD | +6.6% | -6.7% | +13.3% | +4.7% |
| 1Y | +21.3% | -5.6% | +26.9% | +18.2% |
| All | +21.3% | -6.8% | +28.1% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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