+84.7%
TFC vs CNP
+142.6%
-57.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.7% |
| 7D | +0.3% | -4.3% | +4.6% | +2.6% |
| 30D | +9.2% | +5.7% | +3.4% | +5.7% |
| 3M | -2.9% | +0.9% | -3.8% | -3.7% |
| 6M | +3.5% | -1.1% | +4.6% | +3.4% |
| YTD | +5.4% | +8.3% | -2.8% | -0.3% |
| 1Y | +17.3% | +5.9% | +11.4% | +12.2% |
| 3Y | +96.7% | +64.6% | +32.0% | +42.2% |
| 5Y | -1.1% | +74.6% | -75.7% | -32.2% |
| 10Y | +84.7% | +139.8% | -55.1% | +4.0% |
| All | +84.7% | +142.6% | -57.8% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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