+80.9%
TFC vs CG
+308.6%
-227.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.6% |
| 7D | +1.7% | +2.0% | -0.2% | +0.5% |
| 30D | +9.0% | +8.5% | +0.5% | +4.3% |
| 3M | -2.1% | -12.1% | +10.0% | +3.6% |
| 6M | +3.4% | -16.4% | +19.8% | +11.3% |
| YTD | +5.3% | -28.0% | +33.3% | +20.7% |
| 1Y | +16.2% | -18.9% | +35.1% | +24.9% |
| 3Y | +94.8% | +51.2% | +43.5% | +43.2% |
| 5Y | -0.7% | -15.9% | +15.2% | -5.4% |
| 10Y | +80.9% | +305.9% | -225.1% | -14.7% |
| All | +80.9% | +308.6% | -227.7% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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