+325.3%
ASX vs TFC
+82.8%
+242.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.9% | +7.3% | +6.8% |
| 7D | -19.9% | +1.2% | -21.1% | -20.2% |
| 30D | -30.9% | +8.3% | -39.2% | -32.8% |
| 3M | -15.1% | -5.2% | -9.9% | -13.5% |
| 6M | -6.5% | -0.8% | -5.7% | -6.7% |
| YTD | +98.4% | +3.4% | +95.0% | +93.1% |
| 1Y | +107.9% | +17.0% | +90.9% | +91.5% |
| 3Y | +325.3% | +86.2% | +239.1% | +206.5% |
| All | +325.3% | +82.8% | +242.4% | +206.5% |
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