-3.0%
TFC vs CG
-22.2%
+19.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.6% |
| 7D | +1.2% | -1.2% | +2.4% | +1.7% |
| 30D | +8.3% | +5.0% | +3.3% | +5.7% |
| 3M | -5.2% | -18.2% | +13.0% | +3.4% |
| 6M | -0.8% | -20.7% | +19.9% | +9.0% |
| YTD | +3.4% | -31.4% | +34.9% | +20.3% |
| 1Y | +17.0% | -22.3% | +39.3% | +27.7% |
| 3Y | +86.2% | +50.2% | +36.0% | +39.4% |
| All | -3.0% | -22.2% | +19.2% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling