+719.1%
B vs TFC
+2,478.0%
-1,758.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.6% |
| 7D | +9.6% | +1.2% | +8.4% | +9.6% |
| 30D | +3.5% | +8.3% | -4.8% | +3.2% |
| 3M | -1.6% | -5.2% | +3.6% | -1.4% |
| 6M | -1.7% | -0.8% | -0.9% | -1.7% |
| YTD | -5.3% | +3.4% | -8.8% | -5.5% |
| 1Y | +27.2% | +17.0% | +10.2% | +26.5% |
| 3Y | +166.1% | +86.2% | +79.9% | +160.5% |
| 5Y | +136.5% | -2.3% | +138.8% | +134.7% |
| 10Y | +172.2% | +93.9% | +78.3% | +161.1% |
| All | +719.1% | +2,478.0% | -1,758.8% | +743.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling