+2,577.1%
TFC vs CI
+7,937.0%
-5,359.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.1% |
| 7D | +1.2% | -1.6% | +2.8% | +1.7% |
| 30D | +8.3% | +5.4% | +2.9% | +6.5% |
| 3M | -5.2% | +7.3% | -12.4% | -7.4% |
| 6M | -0.8% | +5.3% | -6.1% | -3.0% |
| YTD | +3.4% | +8.5% | -5.0% | -0.1% |
| 1Y | +17.0% | +17.1% | -0.1% | +10.1% |
| 3Y | +86.2% | +1.4% | +84.8% | +76.6% |
| 5Y | -2.3% | +50.5% | -52.8% | -19.7% |
| 10Y | +93.9% | +168.5% | -74.6% | +29.9% |
| All | +2,577.1% | +7,937.0% | -5,359.9% | +711.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling