-3.0%
TFC vs CF
+120.6%
-123.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | +1.2% | -3.2% | +4.4% | +1.5% |
| 30D | +8.3% | +4.3% | +4.0% | +7.7% |
| 3M | -5.2% | +2.8% | -8.0% | -5.7% |
| 6M | -0.8% | +0.6% | -1.4% | -1.4% |
| YTD | +3.4% | +56.6% | -53.2% | -6.4% |
| 1Y | +17.0% | +49.6% | -32.6% | +6.7% |
| 3Y | +86.2% | +61.5% | +24.7% | +63.0% |
| All | -3.0% | +120.6% | -123.6% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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