+97.2%
TFC vs CAG
-35.6%
+132.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -1.3% | -6.6% | +5.3% | +0.1% |
| 30D | -2.3% | +2.3% | -4.6% | -2.9% |
| 3M | +2.5% | +16.3% | -13.8% | -1.1% |
| 6M | +9.5% | -16.0% | +25.5% | +13.1% |
| YTD | +5.1% | -7.7% | +12.8% | +6.0% |
| 1Y | +15.5% | -16.0% | +31.5% | +18.8% |
| 3Y | +95.2% | -37.7% | +132.9% | +112.4% |
| 5Y | +14.5% | -41.2% | +55.7% | +26.0% |
| 10Y | +97.2% | -33.8% | +131.0% | +108.9% |
| All | +97.2% | -35.6% | +132.8% | +108.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling