+216.9%
B vs TFC
+77.1%
+139.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.1% |
| 7D | -6.2% | +0.1% | -6.3% | -6.2% |
| 30D | -6.6% | +8.6% | -15.3% | -6.8% |
| 3M | -7.9% | -4.3% | -3.5% | -7.8% |
| 6M | -16.8% | +5.4% | -22.2% | -16.9% |
| YTD | -11.7% | +4.5% | -16.2% | -11.8% |
| 1Y | +3.5% | +14.0% | -10.5% | +3.2% |
| 3Y | +165.7% | +93.4% | +72.4% | +163.8% |
| 5Y | +108.4% | +0.5% | +107.9% | +104.9% |
| All | +216.9% | +77.1% | +139.9% | +260.5% |
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 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