+2,700.2%
TFC vs CNP
+1,826.3%
+873.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +2.4% | +1.1% | +1.3% | +2.1% |
| 30D | -1.3% | -1.8% | +0.5% | -0.8% |
| 3M | +6.1% | -4.6% | +10.7% | +7.3% |
| 6M | +7.3% | -8.8% | +16.2% | +9.9% |
| YTD | +8.2% | +5.2% | +3.0% | +6.3% |
| 1Y | +14.4% | +8.3% | +6.1% | +11.4% |
| 3Y | +93.7% | +54.9% | +38.8% | +69.6% |
| 5Y | +16.4% | +73.5% | -57.1% | -1.6% |
| 10Y | +101.6% | +139.1% | -37.6% | +54.8% |
| All | +2,700.2% | +1,826.3% | +873.8% | +1,484.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling