+80.9%
TFC vs CVE
+132.7%
-51.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +1.7% | -10.0% | +11.7% | +4.4% |
| 30D | +9.0% | -11.9% | +20.9% | +12.2% |
| 3M | -2.1% | -5.9% | +3.8% | -1.2% |
| 6M | +3.4% | -1.6% | +4.9% | +2.2% |
| YTD | +5.3% | +66.3% | -61.0% | -10.8% |
| 1Y | +16.2% | +57.5% | -41.4% | -0.2% |
| 3Y | +94.8% | +65.4% | +29.4% | +61.5% |
| 5Y | -0.7% | +144.2% | -144.8% | -28.8% |
| 10Y | +80.9% | +135.5% | -54.6% | -2.9% |
| All | +80.9% | +132.7% | -51.8% | -2.9% |
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