+33.3%
TFC vs CAI
-9.3%
+42.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.2% | -26.3% | +25.1% | +0.4% |
| 30D | +7.8% | -17.5% | +25.3% | +8.7% |
| 3M | -3.0% | +5.8% | -8.8% | -3.8% |
| 6M | +5.8% | +53.6% | -47.8% | +1.5% |
| YTD | +5.3% | -9.2% | +14.5% | +2.9% |
| 1Y | +15.7% | -2.7% | +18.3% | +12.8% |
| All | +33.3% | -9.3% | +42.6% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling