+842.6%
ASX vs TFC
+90.1%
+752.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.9% | +6.7% | +7.9% |
| 7D | -12.3% | +0.3% | -12.6% | -12.3% |
| 30D | -26.0% | +9.2% | -35.1% | -28.3% |
| 3M | -8.1% | -2.9% | -5.2% | -7.3% |
| 6M | +1.4% | +3.5% | -2.1% | -0.5% |
| YTD | +115.6% | +5.4% | +110.1% | +109.5% |
| 1Y | +128.0% | +17.3% | +110.7% | +113.1% |
| 3Y | +371.4% | +96.7% | +274.7% | +260.8% |
| 5Y | +469.4% | -1.1% | +470.5% | +443.5% |
| 10Y | +842.6% | +84.7% | +757.9% | +690.4% |
| All | +842.6% | +90.1% | +752.6% | +690.4% |
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