+0.5%
TFC vs CAH
+511.5%
-511.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | +0.1% | +3.9% | -3.8% | -0.9% |
| 30D | +8.6% | +16.0% | -7.4% | +4.6% |
| 3M | -4.3% | +19.1% | -23.4% | -8.5% |
| 6M | +5.4% | +53.0% | -47.6% | -5.5% |
| YTD | +4.5% | +36.6% | -32.1% | -4.1% |
| 1Y | +14.0% | +37.4% | -23.4% | +4.4% |
| 3Y | +93.4% | +178.8% | -85.5% | +38.8% |
| 5Y | +0.5% | +498.6% | -498.1% | -52.8% |
| All | +0.5% | +511.5% | -511.1% | -52.8% |
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