+75.7%
TFC vs CI
+146.2%
-70.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +2.3% | +1.2% | +1.1% | +1.8% |
| 30D | +10.8% | +2.6% | +8.2% | +9.6% |
| 3M | -3.8% | +7.4% | -11.2% | -6.6% |
| 6M | +9.6% | -0.1% | +9.7% | +8.9% |
| YTD | +5.8% | +9.7% | -4.0% | +0.8% |
| 1Y | +16.2% | +12.1% | +4.0% | +9.6% |
| 3Y | +96.0% | +7.0% | +89.0% | +77.8% |
| 5Y | +1.7% | +49.7% | -48.0% | -24.1% |
| All | +75.7% | +146.2% | -70.5% | +9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling