+16.2%
TFC vs CAI
-6.2%
+22.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.1% | +1.5% |
| 7D | +2.3% | -8.7% | +10.9% | +2.9% |
| 30D | +10.8% | -23.8% | +34.7% | +12.5% |
| 3M | -3.8% | +3.9% | -7.6% | -4.8% |
| 6M | +9.6% | +56.8% | -47.3% | +3.1% |
| YTD | +5.8% | -14.6% | +20.4% | +3.2% |
| 1Y | +16.2% | -5.2% | +21.4% | +12.7% |
| All | +16.2% | -6.2% | +22.4% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling