+2,700.2%
TFC vs CAH
+15,076.3%
-12,376.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +2.4% | +5.4% | -3.0% | +0.8% |
| 30D | -1.3% | +3.3% | -4.6% | -2.3% |
| 3M | +6.1% | +22.8% | -16.7% | -0.6% |
| 6M | +7.3% | +11.3% | -3.9% | +3.4% |
| YTD | +8.2% | +21.1% | -12.9% | +1.2% |
| 1Y | +14.4% | +67.2% | -52.8% | -3.7% |
| 3Y | +93.7% | +195.6% | -101.9% | +34.4% |
| 5Y | +16.4% | +413.8% | -397.4% | -32.7% |
| 10Y | +101.6% | +309.6% | -208.0% | +19.7% |
| All | +2,700.2% | +15,076.3% | -12,376.2% | +902.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling