-3.0%
TFC vs CI
+49.9%
-52.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.3% |
| 7D | +1.2% | -1.6% | +2.8% | +1.6% |
| 30D | +8.3% | +5.4% | +2.9% | +7.1% |
| 3M | -5.2% | +7.3% | -12.4% | -6.7% |
| 6M | -0.8% | +5.3% | -6.1% | -2.3% |
| YTD | +3.4% | +8.5% | -5.0% | +1.0% |
| 1Y | +17.0% | +17.1% | -0.1% | +12.3% |
| 3Y | +86.2% | +1.4% | +84.8% | +80.5% |
| All | -3.0% | +49.9% | -52.9% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling