+84.7%
TFC vs CFG
+248.3%
-163.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | -0.3% |
| 7D | +0.3% | +0.3% | +0.1% | +0.1% |
| 30D | +9.2% | +3.2% | +5.9% | +6.5% |
| 3M | -2.9% | -9.7% | +6.8% | +5.0% |
| 6M | +3.5% | +3.6% | -0.1% | +0.6% |
| YTD | +5.4% | +14.7% | -9.3% | -5.6% |
| 1Y | +17.3% | +29.6% | -12.3% | -4.5% |
| 3Y | +96.7% | +190.6% | -93.9% | -15.6% |
| 5Y | -1.1% | +67.1% | -68.2% | -35.9% |
| 10Y | +84.7% | +237.0% | -152.3% | -31.8% |
| All | +84.7% | +248.3% | -163.5% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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