+174.3%
TFC vs CG
+351.2%
-176.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.8% |
| 7D | +2.4% | -4.3% | +6.7% | +4.4% |
| 30D | -1.3% | -5.1% | +3.8% | +0.7% |
| 3M | +6.1% | +8.7% | -2.6% | +1.4% |
| 6M | +7.3% | -9.2% | +16.6% | +10.6% |
| YTD | +8.2% | -18.9% | +27.1% | +16.3% |
| 1Y | +14.4% | -25.6% | +40.1% | +27.2% |
| 3Y | +93.7% | +57.3% | +36.4% | +48.9% |
| 5Y | +16.4% | +10.2% | +6.2% | -0.1% |
| 10Y | +101.6% | +364.2% | -262.7% | +4.5% |
| All | +174.3% | +351.2% | -176.9% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling