+2,628.6%
TFC vs CAG
+604.3%
+2,024.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +0.3% | +4.6% | -4.3% | -0.9% |
| 30D | +9.2% | +14.7% | -5.5% | +5.0% |
| 3M | -2.9% | +2.4% | -5.3% | -3.9% |
| 6M | +3.5% | +10.7% | -7.2% | -0.1% |
| YTD | +5.4% | -5.5% | +11.0% | +5.6% |
| 1Y | +17.3% | -4.6% | +21.9% | +17.1% |
| 3Y | +96.7% | -34.4% | +131.1% | +114.9% |
| 5Y | -1.1% | -39.2% | +38.1% | +9.6% |
| 10Y | +84.7% | -39.0% | +123.7% | +94.8% |
| All | +2,628.6% | +604.3% | +2,024.3% | +1,619.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling