+86.2%
TFC vs CI
0.0%
+86.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.6% |
| 7D | +1.2% | -1.6% | +2.8% | +1.4% |
| 30D | +8.3% | +5.4% | +2.9% | +7.7% |
| 3M | -5.2% | +7.3% | -12.4% | -5.9% |
| 6M | -0.8% | +5.3% | -6.1% | -1.5% |
| YTD | +3.4% | +8.5% | -5.0% | +2.3% |
| 1Y | +17.0% | +17.1% | -0.1% | +15.0% |
| 3Y | +86.2% | +1.4% | +84.8% | +86.1% |
| All | +86.2% | 0.0% | +86.2% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling