+200.5%
B vs TFC
+90.1%
+110.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +4.2% |
| 7D | +11.3% | +0.3% | +11.0% | +11.3% |
| 30D | +2.9% | +9.2% | -6.2% | +2.7% |
| 3M | -2.9% | -2.9% | +0.1% | -2.8% |
| 6M | -1.2% | +3.5% | -4.7% | -1.3% |
| YTD | -1.3% | +5.4% | -6.8% | -1.5% |
| 1Y | +30.4% | +17.3% | +13.1% | +30.0% |
| 3Y | +195.3% | +96.7% | +98.6% | +193.7% |
| 5Y | +146.2% | -1.1% | +147.3% | +141.8% |
| 10Y | +200.5% | +84.7% | +115.7% | +297.4% |
| All | +200.5% | +90.1% | +110.4% | +297.4% |
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