+143.7%
TFC vs CAPR
-99.0%
+242.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.4% | -7.5% | +1.8% |
| 7D | +0.3% | +36.0% | -35.7% | 0.0% |
| 30D | +9.2% | +25.8% | -16.6% | +8.8% |
| 3M | -2.9% | +140.8% | -143.7% | -4.1% |
| 6M | +3.5% | -67.6% | +71.1% | +3.9% |
| YTD | +5.4% | -65.9% | +71.3% | +5.6% |
| 1Y | +17.3% | +66.1% | -48.8% | +12.7% |
| 3Y | +96.7% | +256.9% | -160.2% | +84.9% |
| 5Y | -1.1% | +172.1% | -173.2% | -7.3% |
| 10Y | +84.7% | -64.7% | +149.4% | +68.1% |
| All | +143.7% | -99.0% | +242.7% | +125.5% |
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