+95.6%
TFC vs CNC
+99.9%
-4.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.2% |
| 7D | -2.4% | -0.9% | -1.5% | -2.2% |
| 30D | -3.4% | -1.0% | -2.4% | -3.2% |
| 3M | +0.4% | +4.5% | -4.1% | -0.8% |
| 6M | +12.7% | +85.2% | -72.5% | -2.2% |
| YTD | +5.6% | +61.4% | -55.8% | -6.5% |
| 1Y | +16.0% | +94.9% | -78.9% | -2.4% |
| 3Y | +94.0% | 0.0% | +94.0% | +80.4% |
| 5Y | +16.2% | +11.2% | +5.0% | +1.6% |
| All | +95.6% | +99.9% | -4.3% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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