+2,577.1%
TFC vs CP
+7,734.8%
-5,157.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.2% |
| 7D | +1.2% | +2.8% | -1.6% | 0.0% |
| 30D | +8.3% | +10.2% | -1.9% | +3.8% |
| 3M | -5.2% | +2.4% | -7.5% | -6.3% |
| 6M | -0.8% | +7.7% | -8.5% | -4.3% |
| YTD | +3.4% | +26.0% | -22.5% | -7.1% |
| 1Y | +17.0% | +34.6% | -17.6% | +2.0% |
| 3Y | +86.2% | +26.7% | +59.5% | +65.1% |
| 5Y | -2.3% | +24.9% | -27.2% | -13.1% |
| 10Y | +93.9% | +258.6% | -164.7% | +12.8% |
| All | +2,577.1% | +7,734.8% | -5,157.7% | +464.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling