+98.8%
TFC vs CG
+342.2%
-243.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | 0.0% | -1.0% |
| 7D | +2.2% | -1.3% | +3.5% | +2.9% |
| 30D | -2.5% | -3.2% | +0.7% | -1.3% |
| 3M | +4.5% | +6.2% | -1.7% | +0.4% |
| 6M | +11.0% | -4.7% | +15.6% | +11.8% |
| YTD | +5.9% | -20.6% | +26.5% | +16.1% |
| 1Y | +14.6% | -26.4% | +40.9% | +29.7% |
| 3Y | +96.7% | +55.4% | +41.3% | +43.7% |
| 5Y | +15.6% | +9.8% | +5.8% | -4.4% |
| All | +98.8% | +342.2% | -243.4% | -11.3% |
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