+98.6%
TFC vs CAPR
-77.1%
+175.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -2.1% |
| 7D | +2.2% | -9.5% | +11.7% | +2.4% |
| 30D | -2.5% | +121.5% | -124.0% | -4.1% |
| 3M | +4.5% | -65.4% | +69.9% | +5.2% |
| 6M | +11.0% | -67.5% | +78.5% | +11.6% |
| YTD | +5.9% | -68.6% | +74.5% | +6.5% |
| 1Y | +14.6% | +42.7% | -28.1% | +7.5% |
| 3Y | +96.7% | +43.4% | +53.4% | +78.6% |
| 5Y | +15.6% | +86.0% | -70.5% | +2.9% |
| 10Y | +98.6% | -77.4% | +176.0% | +66.9% |
| All | +98.6% | -77.1% | +175.7% | +66.9% |
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