+75.7%
TFC vs CG
+278.5%
-202.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.7% |
| 7D | +2.3% | +0.2% | +2.1% | +2.0% |
| 30D | +10.8% | +11.2% | -0.4% | +4.7% |
| 3M | -3.8% | -22.1% | +18.3% | +8.2% |
| 6M | +9.6% | -17.9% | +27.5% | +19.0% |
| YTD | +5.8% | -31.3% | +37.1% | +24.0% |
| 1Y | +16.2% | -24.0% | +40.1% | +29.0% |
| 3Y | +96.0% | +45.0% | +51.0% | +47.1% |
| 5Y | +1.7% | -22.6% | +24.3% | +1.1% |
| All | +75.7% | +278.5% | -202.8% | -13.7% |
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