+17.3%
TFC vs CFG
+101.4%
-84.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +2.4% | +1.5% | +0.9% | +1.2% |
| 30D | -1.3% | -3.8% | +2.5% | +1.8% |
| 3M | +6.1% | +11.5% | -5.4% | -2.9% |
| 6M | +7.3% | +19.2% | -11.9% | -6.9% |
| YTD | +8.2% | +23.7% | -15.5% | -9.1% |
| 1Y | +14.4% | +38.8% | -24.4% | -12.6% |
| 3Y | +93.7% | +178.9% | -85.2% | -17.5% |
| All | +17.3% | +101.4% | -84.1% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling