+0.8%
TFC vs CAPR
+172.3%
-171.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.9% | +8.1% | +1.3% |
| 7D | +2.3% | +5.9% | -3.6% | +2.1% |
| 30D | +10.8% | +44.6% | -33.8% | +10.2% |
| 3M | -3.8% | +126.4% | -130.1% | -5.1% |
| 6M | +9.6% | -68.6% | +78.2% | +10.0% |
| YTD | +5.8% | -67.0% | +72.8% | +6.0% |
| 1Y | +16.2% | +65.2% | -49.0% | +10.3% |
| 3Y | +96.0% | +235.6% | -139.6% | +68.3% |
| All | +0.8% | +172.3% | -171.5% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling