+498.2%
ASX vs TFC
-0.6%
+498.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | +22.1% | +0.1% | +22.0% | +22.1% |
| 30D | -23.8% | +8.6% | -32.4% | -26.0% |
| 3M | -7.6% | -4.3% | -3.3% | -6.2% |
| 6M | +6.9% | +5.4% | +1.5% | +4.2% |
| YTD | +127.7% | +4.5% | +123.2% | +121.5% |
| 1Y | +144.5% | +14.0% | +130.5% | +129.9% |
| 3Y | +377.8% | +93.4% | +284.4% | +260.7% |
| 5Y | +498.2% | +0.5% | +497.8% | +514.7% |
| All | +498.2% | -0.6% | +498.8% | +514.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling