-3.0%
TFC vs CPB
-31.3%
+28.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | +1.2% | +8.0% | -6.8% | +0.1% |
| 30D | +8.3% | +22.4% | -14.0% | +5.2% |
| 3M | -5.2% | +2.5% | -7.7% | -5.8% |
| 6M | -0.8% | +12.2% | -13.0% | -2.9% |
| YTD | +3.4% | -12.8% | +16.3% | +4.7% |
| 1Y | +17.0% | -19.2% | +36.2% | +19.8% |
| 3Y | +86.2% | -35.6% | +121.7% | +95.0% |
| All | -3.0% | -31.3% | +28.3% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling