-1.4%
TFC vs CF
+125.5%
-126.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.2% | -8.2% | -2.7% |
| 7D | +1.1% | +0.4% | +0.6% | +0.9% |
| 30D | +7.8% | +2.2% | +5.6% | +7.4% |
| 3M | -4.8% | +2.1% | -6.9% | -5.2% |
| 6M | +1.8% | -6.5% | +8.4% | +2.1% |
| YTD | +4.4% | +55.6% | -51.1% | -5.4% |
| 1Y | +18.0% | +42.3% | -24.3% | +8.5% |
| 3Y | +85.2% | +55.7% | +29.5% | +63.4% |
| 5Y | -1.4% | +122.4% | -123.8% | -23.7% |
| All | -1.4% | +125.5% | -126.9% | -23.7% |
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