-0.8%
TFC vs CAPR
-72.8%
+72.0%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.6% | -0.9% |
| 7D | +1.2% | +41.1% | -39.9% | +1.2% |
| 30D | +8.3% | +11.1% | -2.8% | +8.2% |
| 3M | -5.2% | +115.3% | -120.5% | -5.4% |
| 6M | -0.8% | -73.8% | +73.0% | +0.7% |
| All | -0.8% | -72.8% | +72.0% | +0.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling