+18.0%
TFC vs CNI
+34.7%
-16.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.2% |
| 7D | +1.1% | +2.0% | -0.9% | +0.3% |
| 30D | +7.8% | +6.8% | +0.9% | +5.0% |
| 3M | -4.8% | -0.3% | -4.5% | -4.8% |
| 6M | +1.8% | +16.3% | -14.4% | -3.9% |
| YTD | +4.4% | +30.2% | -25.8% | -5.6% |
| 1Y | +18.0% | +34.0% | -16.0% | +5.5% |
| All | +18.0% | +34.7% | -16.7% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling