+75.7%
TFC vs CVE
+149.3%
-73.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +1.0% |
| 7D | +2.3% | +5.9% | -3.7% | +0.7% |
| 30D | +10.8% | -10.9% | +21.7% | +13.7% |
| 3M | -3.8% | -4.5% | +0.8% | -3.2% |
| 6M | +9.6% | -1.0% | +10.5% | +8.3% |
| YTD | +5.8% | +74.7% | -69.0% | -11.5% |
| 1Y | +16.2% | +65.8% | -49.7% | -1.5% |
| 3Y | +96.0% | +73.2% | +22.8% | +60.5% |
| 5Y | +1.7% | +155.6% | -153.9% | -27.9% |
| All | +75.7% | +149.3% | -73.6% | -7.0% |
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