+84.3%
TFC vs CAVA
+33.0%
+51.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -0.4% |
| 7D | -2.4% | -8.0% | +5.6% | -1.3% |
| 30D | -3.4% | -19.6% | +16.2% | -0.4% |
| 3M | +0.4% | -36.7% | +37.1% | +6.7% |
| 6M | +12.7% | -30.6% | +43.3% | +17.6% |
| YTD | +5.6% | -4.8% | +10.4% | +4.3% |
| 1Y | +16.0% | -13.1% | +29.1% | +15.6% |
| 3Y | +94.0% | +48.8% | +45.2% | +80.1% |
| All | +84.3% | +33.0% | +51.3% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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