+165.5%
B vs TFC
+97.5%
+68.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | -7.3% | +2.3% | -9.6% | -7.7% |
| 30D | -3.3% | +10.8% | -14.2% | -5.0% |
| 3M | -7.8% | -3.8% | -4.0% | -7.4% |
| 6M | -15.5% | +9.6% | -25.1% | -17.0% |
| YTD | -12.3% | +5.8% | -18.0% | -13.6% |
| 1Y | +5.4% | +16.2% | -10.8% | +2.5% |
| 3Y | +165.5% | +96.0% | +69.6% | +123.7% |
| All | +165.5% | +97.5% | +68.0% | +123.7% |
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 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