+93.7%
TFC vs CAKE
+256.2%
-162.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.7% | +1.1% |
| 7D | -2.5% | -5.6% | +3.1% | -0.7% |
| 30D | -2.8% | -10.5% | +7.7% | +0.5% |
| 3M | +2.1% | +43.6% | -41.5% | -11.0% |
| 6M | +10.1% | +63.0% | -52.9% | -8.8% |
| YTD | +5.4% | +102.9% | -97.5% | -19.9% |
| 1Y | +16.3% | +75.6% | -59.3% | -7.0% |
| All | +93.7% | +256.2% | -162.5% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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