+170.4%
TFC vs CF
+5,277.9%
-5,107.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.2% | -8.2% | -3.7% |
| 7D | +1.1% | +0.4% | +0.6% | +0.7% |
| 30D | +7.8% | +2.2% | +5.6% | +6.8% |
| 3M | -4.8% | +2.1% | -6.9% | -6.0% |
| 6M | +1.8% | -6.5% | +8.4% | +2.1% |
| YTD | +4.4% | +55.6% | -51.1% | -11.3% |
| 1Y | +18.0% | +42.3% | -24.3% | +2.6% |
| 3Y | +85.2% | +55.7% | +29.5% | +52.6% |
| 5Y | -1.4% | +122.4% | -123.8% | -30.3% |
| 10Y | +95.7% | +568.5% | -472.8% | -2.1% |
| All | +170.4% | +5,277.9% | -5,107.6% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling