+697.6%
TFC vs CNI
+6,783.7%
-6,086.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | +2.3% | +2.5% | -0.3% | +0.7% |
| 30D | +10.8% | +6.1% | +4.7% | +6.9% |
| 3M | -3.8% | +0.1% | -3.9% | -4.0% |
| 6M | +9.6% | +14.9% | -5.3% | +0.5% |
| YTD | +5.8% | +30.9% | -25.1% | -10.9% |
| 1Y | +16.2% | +33.9% | -17.7% | -3.6% |
| 3Y | +96.0% | +20.2% | +75.8% | +71.9% |
| 5Y | +1.7% | +8.2% | -6.5% | -5.5% |
| 10Y | +79.9% | +142.2% | -62.3% | +5.2% |
| All | +697.6% | +6,783.7% | -6,086.1% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling