+98.6%
TFC vs CI
+141.2%
-42.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.2% | -1.2% |
| 7D | +2.2% | -2.6% | +4.8% | +3.3% |
| 30D | -2.5% | -2.4% | -0.1% | -1.6% |
| 3M | +4.5% | -4.8% | +9.3% | +6.2% |
| 6M | +11.0% | +2.1% | +8.8% | +9.1% |
| YTD | +5.9% | +1.4% | +4.5% | +4.2% |
| 1Y | +14.6% | -6.8% | +21.3% | +15.0% |
| 3Y | +96.7% | +3.3% | +93.4% | +80.1% |
| 5Y | +15.6% | +41.1% | -25.5% | -11.7% |
| 10Y | +98.6% | +139.1% | -40.5% | +20.6% |
| All | +98.6% | +141.2% | -42.6% | +20.6% |
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