+887.2%
ASX vs TFC
+82.1%
+805.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | -9.1% | +1.7% | -10.9% | -9.6% |
| 30D | -23.6% | +9.0% | -32.6% | -25.9% |
| 3M | -5.6% | -2.1% | -3.5% | -5.1% |
| 6M | +4.7% | +3.4% | +1.3% | +2.8% |
| YTD | +122.6% | +5.3% | +117.3% | +116.4% |
| 1Y | +133.0% | +16.2% | +116.8% | +118.5% |
| 3Y | +367.1% | +94.8% | +272.3% | +258.6% |
| 5Y | +504.7% | -0.7% | +505.4% | +476.4% |
| 10Y | +887.2% | +80.9% | +806.4% | +714.9% |
| All | +887.2% | +82.1% | +805.2% | +714.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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