+84.7%
TFC vs CNH
+134.0%
-49.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.9% | -9.0% | -3.2% |
| 7D | +0.3% | +8.6% | -8.2% | -3.8% |
| 30D | +9.2% | +12.6% | -3.4% | +2.6% |
| 3M | -2.9% | +17.5% | -20.4% | -12.1% |
| 6M | +3.5% | +18.1% | -14.6% | -7.8% |
| YTD | +5.4% | +40.4% | -35.0% | -15.4% |
| 1Y | +17.3% | +34.0% | -16.7% | -3.9% |
| 3Y | +96.7% | +35.3% | +61.4% | +52.8% |
| 5Y | -1.1% | -5.1% | +4.0% | -10.4% |
| 10Y | +84.7% | +124.0% | -39.3% | +7.9% |
| All | +84.7% | +134.0% | -49.2% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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