+193.4%
B vs TFC
+100.2%
+93.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.7% | -1.4% |
| 7D | +2.3% | +2.2% | +0.1% | +2.3% |
| 30D | +1.4% | -2.5% | +3.8% | +1.4% |
| 3M | +12.2% | +4.5% | +7.6% | +12.0% |
| 6M | -2.1% | +11.0% | -13.1% | -2.4% |
| YTD | +2.9% | +5.9% | -3.0% | +2.7% |
| 1Y | +55.3% | +14.6% | +40.7% | +54.9% |
| 3Y | +198.7% | +96.7% | +102.0% | +196.9% |
| 5Y | +153.8% | +15.6% | +138.2% | +150.5% |
| 10Y | +193.4% | +98.6% | +94.8% | +199.7% |
| All | +193.4% | +100.2% | +93.2% | +199.7% |
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 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