+14.4%
TFC vs CRH
-14.7%
+29.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.7% |
| 7D | +2.4% | -1.7% | +4.1% | +2.9% |
| 30D | -1.3% | -5.4% | +4.1% | +0.3% |
| 3M | +6.1% | -11.2% | +17.3% | +9.7% |
| 6M | +7.3% | -15.8% | +23.2% | +12.4% |
| YTD | +8.2% | -23.6% | +31.8% | +15.9% |
| 1Y | +14.4% | -14.6% | +29.0% | +20.4% |
| All | +14.4% | -14.7% | +29.1% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling