+139.1%
TFC vs CAPR
-99.1%
+238.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.6% | -1.0% |
| 7D | +1.2% | +41.1% | -39.9% | +0.8% |
| 30D | +8.3% | +11.1% | -2.8% | +8.2% |
| 3M | -5.2% | +115.3% | -120.5% | -6.2% |
| 6M | -0.8% | -73.8% | +73.0% | -0.2% |
| YTD | +3.4% | -68.8% | +72.3% | +3.7% |
| 1Y | +17.0% | +43.3% | -26.3% | +12.6% |
| 3Y | +86.2% | +214.7% | -128.5% | +75.2% |
| 5Y | -2.3% | +141.3% | -143.6% | -8.3% |
| 10Y | +93.9% | -67.0% | +160.9% | +76.6% |
| All | +139.1% | -99.1% | +238.2% | +121.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling