+73.5%
TFC vs CAPR
-63.2%
+136.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.7% | +8.0% | -0.6% |
| 7D | +0.1% | +19.1% | -19.0% | -0.3% |
| 30D | +8.6% | +48.8% | -40.2% | +7.8% |
| 3M | -4.3% | +144.4% | -148.7% | -6.3% |
| 6M | +5.4% | -67.5% | +72.9% | +5.9% |
| YTD | +4.5% | -64.5% | +69.0% | +4.7% |
| 1Y | +14.0% | +74.4% | -60.5% | +6.5% |
| 3Y | +93.4% | +265.7% | -172.4% | +72.0% |
| 5Y | +0.5% | +196.0% | -195.5% | -11.5% |
| All | +73.5% | -63.2% | +136.7% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling