+143.6%
TFC vs CNH
+46.6%
+97.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.9% | -9.0% | -2.8% |
| 7D | +0.3% | +8.6% | -8.2% | -3.5% |
| 30D | +9.2% | +12.6% | -3.4% | +3.1% |
| 3M | -2.9% | +17.5% | -20.4% | -11.3% |
| 6M | +3.5% | +18.1% | -14.6% | -6.8% |
| YTD | +5.4% | +40.4% | -35.0% | -13.4% |
| 1Y | +17.3% | +34.0% | -16.7% | -1.8% |
| 3Y | +96.7% | +35.3% | +61.4% | +57.8% |
| 5Y | -1.1% | -5.1% | +4.0% | -8.9% |
| 10Y | +84.7% | +124.0% | -39.3% | +10.9% |
| All | +143.6% | +46.6% | +97.0% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling