+9.6%
TFC vs CAH
+55.6%
-46.0%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +0.9% |
| 7D | +2.3% | +3.5% | -1.2% | +1.4% |
| 30D | +10.8% | +13.5% | -2.7% | +7.2% |
| 3M | -3.8% | +21.8% | -25.6% | -8.0% |
| 6M | +9.6% | +51.5% | -41.9% | -3.4% |
| All | +9.6% | +55.6% | -46.0% | -3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling