+75.7%
TFC vs CAH
+418.0%
-342.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +0.8% |
| 7D | +2.3% | +3.5% | -1.2% | +0.9% |
| 30D | +10.8% | +13.5% | -2.7% | +5.4% |
| 3M | -3.8% | +21.8% | -25.6% | -11.2% |
| 6M | +9.6% | +51.5% | -41.9% | -7.5% |
| YTD | +5.8% | +38.1% | -32.3% | -8.2% |
| 1Y | +16.2% | +37.7% | -21.5% | +0.9% |
| 3Y | +96.0% | +179.6% | -83.6% | +21.6% |
| 5Y | +1.7% | +504.9% | -503.3% | -57.0% |
| All | +75.7% | +418.0% | -342.3% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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