+392.6%
ASX vs TFC
+94.1%
+298.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -0.7% | +2.4% | -3.1% | -1.6% |
| 30D | +2.0% | -1.3% | +3.3% | +2.4% |
| 3M | -1.3% | +6.1% | -7.4% | -3.8% |
| 6M | +71.4% | +7.3% | +64.1% | +65.8% |
| YTD | +135.3% | +8.2% | +127.1% | +125.7% |
| 1Y | +267.5% | +14.4% | +253.1% | +243.5% |
| All | +392.6% | +94.1% | +298.6% | +266.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling