+16.0%
TFC vs CNC
+5.2%
+10.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.2% |
| 7D | -2.5% | -3.9% | +1.4% | -2.1% |
| 30D | -2.8% | +0.8% | -3.6% | -2.9% |
| 3M | +2.1% | +0.1% | +2.1% | +2.0% |
| 6M | +10.1% | +79.7% | -69.6% | +3.9% |
| YTD | +5.4% | +58.9% | -53.5% | +0.2% |
| 1Y | +16.3% | +109.1% | -92.8% | +7.1% |
| 3Y | +95.9% | 0.0% | +95.9% | +90.2% |
| 5Y | +16.0% | +9.5% | +6.5% | +5.6% |
| All | +16.0% | +5.2% | +10.8% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling