+79.0%
TFC vs CP
+251.7%
-172.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.2% | -0.7% | -0.5% | -0.8% |
| 30D | +7.8% | +9.6% | -1.9% | +1.4% |
| 3M | -3.0% | +2.2% | -5.2% | -4.6% |
| 6M | +5.8% | +11.1% | -5.3% | -1.9% |
| YTD | +5.3% | +28.2% | -22.9% | -11.7% |
| 1Y | +15.7% | +32.2% | -16.5% | -5.0% |
| 3Y | +94.8% | +35.5% | +59.3% | +52.9% |
| 5Y | 0.0% | +26.8% | -26.7% | -19.2% |
| 10Y | +79.0% | +256.9% | -177.9% | -18.3% |
| All | +79.0% | +251.7% | -172.7% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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