+180.2%
TFC vs CF
+5,948.3%
-5,768.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.9% |
| 7D | +2.4% | +6.0% | -3.6% | +0.7% |
| 30D | -1.3% | +14.8% | -16.1% | -5.2% |
| 3M | +6.1% | +14.1% | -8.0% | +1.7% |
| 6M | +7.3% | +28.5% | -21.2% | -2.8% |
| YTD | +8.2% | +74.9% | -66.7% | -10.6% |
| 1Y | +14.4% | +61.7% | -47.3% | -3.6% |
| 3Y | +93.7% | +80.3% | +13.4% | +53.8% |
| 5Y | +16.4% | +226.0% | -209.6% | -26.2% |
| 10Y | +101.6% | +569.9% | -468.3% | +0.6% |
| All | +180.2% | +5,948.3% | -5,768.1% | -25.0% |
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