+150.0%
TFC vs CNH
+64.7%
+85.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -4.0% | -1.7% |
| 7D | +2.4% | +23.3% | -20.9% | -6.9% |
| 30D | -1.3% | +33.5% | -34.8% | -13.9% |
| 3M | +6.1% | +32.7% | -26.7% | -8.0% |
| 6M | +7.3% | +22.2% | -14.8% | -4.3% |
| YTD | +8.2% | +57.7% | -49.5% | -14.7% |
| 1Y | +14.4% | +28.0% | -13.6% | -1.2% |
| 3Y | +93.7% | +11.5% | +82.2% | +72.5% |
| 5Y | +16.4% | +11.9% | +4.5% | +0.4% |
| 10Y | +101.6% | +162.8% | -61.2% | +14.6% |
| All | +150.0% | +64.7% | +85.3% | +51.5% |
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