+14.4%
TFC vs CAG
-13.1%
+27.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | +2.4% | -3.8% | +6.2% | +2.9% |
| 30D | -1.3% | +3.1% | -4.4% | -1.8% |
| 3M | +6.1% | +23.5% | -17.4% | +2.9% |
| 6M | +7.3% | -14.8% | +22.2% | +8.6% |
| YTD | +8.2% | -5.4% | +13.6% | +6.9% |
| 1Y | +14.4% | -11.8% | +26.2% | +13.1% |
| All | +14.4% | -13.1% | +27.5% | +13.1% |
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