+104.9%
TFC vs CP
+222.0%
-117.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | -0.1% |
| 7D | +2.4% | -2.7% | +5.1% | +4.2% |
| 30D | -1.3% | +0.2% | -1.5% | -1.6% |
| 3M | +6.1% | +2.6% | +3.5% | +3.9% |
| 6M | +7.3% | +6.0% | +1.4% | +2.7% |
| YTD | +8.2% | +24.9% | -16.7% | -7.5% |
| 1Y | +14.4% | +20.1% | -5.7% | +0.2% |
| 3Y | +93.7% | +16.4% | +77.3% | +69.4% |
| 5Y | +16.4% | +31.7% | -15.3% | -8.3% |
| All | +104.9% | +222.0% | -117.1% | -0.4% |
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