+14.5%
TFC vs CAH
+400.5%
-386.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -1.3% | -2.2% | +0.9% | -0.7% |
| 30D | -2.3% | +1.2% | -3.5% | -2.7% |
| 3M | +2.5% | +13.1% | -10.6% | -0.9% |
| 6M | +9.5% | +8.5% | +1.0% | +6.9% |
| YTD | +5.1% | +17.6% | -12.6% | 0.0% |
| 1Y | +15.5% | +60.7% | -45.2% | -0.4% |
| 3Y | +95.2% | +183.2% | -88.0% | +33.8% |
| 5Y | +14.5% | +402.2% | -387.7% | -40.5% |
| All | +14.5% | +400.5% | -386.0% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling