+97.2%
TFC vs CNP
+132.2%
-35.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.3% |
| 7D | -1.3% | +0.7% | -2.0% | -1.7% |
| 30D | -2.3% | -0.1% | -2.3% | -2.4% |
| 3M | +2.5% | -5.6% | +8.1% | +5.4% |
| 6M | +9.5% | -7.5% | +17.0% | +13.5% |
| YTD | +5.1% | +5.5% | -0.4% | +1.1% |
| 1Y | +15.5% | +8.3% | +7.1% | +9.1% |
| 3Y | +95.2% | +51.8% | +43.4% | +48.8% |
| 5Y | +14.5% | +69.9% | -55.4% | -19.9% |
| 10Y | +97.2% | +139.9% | -42.7% | +8.1% |
| All | +97.2% | +132.2% | -35.0% | +8.1% |
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