+84.7%
TFC vs CPB
-39.9%
+124.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.1% |
| 7D | +0.3% | +3.3% | -2.9% | -0.2% |
| 30D | +9.2% | +19.0% | -9.8% | +6.4% |
| 3M | -2.9% | +0.4% | -3.3% | -3.2% |
| 6M | +3.5% | +13.0% | -9.5% | +1.3% |
| YTD | +5.4% | -12.7% | +18.2% | +6.7% |
| 1Y | +17.3% | -20.9% | +38.2% | +20.4% |
| 3Y | +96.7% | -35.4% | +132.1% | +106.2% |
| 5Y | -1.1% | -32.3% | +31.2% | +2.4% |
| 10Y | +84.7% | -40.5% | +125.3% | +96.0% |
| All | +84.7% | -39.9% | +124.7% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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