+79.0%
TFC vs CVE
+144.4%
-65.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.7% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +7.8% | -10.8% | +18.6% | +10.5% |
| 3M | -3.0% | -4.3% | +1.4% | -2.5% |
| 6M | +5.8% | -1.5% | +7.3% | +4.7% |
| YTD | +5.3% | +70.7% | -65.4% | -11.4% |
| 1Y | +15.7% | +58.1% | -42.4% | -0.7% |
| 3Y | +94.8% | +69.8% | +24.9% | +60.4% |
| 5Y | 0.0% | +148.9% | -148.9% | -28.6% |
| 10Y | +79.0% | +143.5% | -64.5% | -4.5% |
| All | +79.0% | +144.4% | -65.4% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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