+95.3%
TFC vs CAH
+297.3%
-202.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +1.0% |
| 7D | -2.5% | -5.1% | +2.6% | -0.5% |
| 30D | -2.8% | -1.8% | -1.1% | -2.2% |
| 3M | +2.1% | +9.4% | -7.2% | -1.6% |
| 6M | +10.1% | +9.2% | +0.9% | +5.7% |
| YTD | +5.4% | +15.7% | -10.2% | -1.7% |
| 1Y | +16.3% | +59.7% | -43.4% | -5.9% |
| 3Y | +95.9% | +178.5% | -82.6% | +20.9% |
| 5Y | +16.0% | +398.3% | -382.3% | -46.5% |
| All | +95.3% | +297.3% | -202.0% | -12.1% |
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