+22.7%
C vs TFC
+16.9%
+5.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.5% | +1.0% |
| 7D | -0.9% | +0.3% | -1.2% | -1.1% |
| 30D | -5.4% | +9.2% | -14.6% | -11.2% |
| 3M | -9.2% | -2.9% | -6.2% | -7.3% |
| 6M | -1.8% | +3.5% | -5.3% | -5.4% |
| YTD | +6.7% | +5.4% | +1.3% | +0.9% |
| All | +22.7% | +16.9% | +5.7% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling