+17.3%
TFC vs CVE
+317.2%
-299.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | +2.4% | +2.5% | -0.1% | +1.7% |
| 30D | -1.3% | +16.7% | -18.0% | -5.2% |
| 3M | +6.1% | +9.3% | -3.2% | +3.1% |
| 6M | +7.3% | +43.6% | -36.3% | -4.1% |
| YTD | +8.2% | +93.6% | -85.4% | -12.0% |
| 1Y | +14.4% | +98.8% | -84.3% | -8.0% |
| 3Y | +93.7% | +73.6% | +20.1% | +57.1% |
| All | +17.3% | +317.2% | -299.9% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling