+803.7%
B vs TFC
+2,596.5%
-1,792.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.6% | +2.4% | -4.0% | -1.7% |
| 30D | +9.4% | -1.3% | +10.7% | +9.5% |
| 3M | +5.0% | +6.1% | -1.1% | +4.7% |
| 6M | -3.5% | +7.3% | -10.9% | -3.8% |
| YTD | +4.5% | +8.2% | -3.7% | +4.1% |
| 1Y | +67.8% | +14.4% | +53.3% | +66.9% |
| 3Y | +196.7% | +93.7% | +103.0% | +189.9% |
| 5Y | +151.9% | +16.4% | +135.5% | +148.7% |
| 10Y | +202.2% | +101.6% | +100.6% | +189.5% |
| All | +803.7% | +2,596.5% | -1,792.7% | +828.9% |
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