+96.7%
TFC vs CAG
-36.6%
+133.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.9% |
| 7D | +2.2% | -5.3% | +7.5% | +3.2% |
| 30D | -2.5% | +1.0% | -3.5% | -2.7% |
| 3M | +4.5% | +17.4% | -12.8% | +1.3% |
| 6M | +11.0% | -16.8% | +27.8% | +14.3% |
| YTD | +5.9% | -6.8% | +12.7% | +6.2% |
| 1Y | +14.6% | -15.4% | +30.0% | +17.1% |
| 3Y | +96.7% | -37.1% | +133.8% | +108.8% |
| All | +96.7% | -36.6% | +133.4% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling