+271.4%
TFC vs CNC
+5,330.7%
-5,059.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.5% | -1.4% |
| 7D | +2.2% | -1.0% | +3.2% | +2.5% |
| 30D | -2.5% | -1.8% | -0.7% | -2.2% |
| 3M | +4.5% | -0.7% | +5.2% | +4.4% |
| 6M | +11.0% | +47.9% | -37.0% | +0.8% |
| YTD | +5.9% | +56.9% | -51.0% | -5.5% |
| 1Y | +14.6% | +123.9% | -109.4% | -6.2% |
| 3Y | +96.7% | -1.3% | +98.0% | +82.5% |
| 5Y | +15.6% | +2.8% | +12.8% | +4.8% |
| 10Y | +98.6% | +90.9% | +7.7% | +52.8% |
| All | +271.4% | +5,330.7% | -5,059.3% | +47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling