+14.6%
TFC vs CI
-8.0%
+22.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.9% |
| 7D | +2.2% | -2.0% | +4.3% | +2.5% |
| 30D | -2.5% | -1.8% | -0.7% | -2.3% |
| 3M | +4.5% | -4.2% | +8.8% | +5.1% |
| 6M | +11.0% | +2.7% | +8.3% | +10.3% |
| YTD | +5.9% | +1.9% | +4.0% | +5.4% |
| 1Y | +14.6% | -6.3% | +20.8% | +14.4% |
| All | +14.6% | -8.0% | +22.6% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CI 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling