+105.9%
C vs TFC
-2.5%
+108.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.1% |
| 7D | -2.4% | +1.2% | -3.6% | -3.1% |
| 30D | -6.0% | +8.3% | -14.3% | -10.5% |
| 3M | -10.5% | -5.2% | -5.4% | -7.6% |
| 6M | -5.7% | -0.8% | -4.9% | -5.7% |
| YTD | +4.1% | +3.4% | +0.7% | +1.7% |
| 1Y | +20.5% | +17.0% | +3.5% | +9.2% |
| 3Y | +208.1% | +86.2% | +122.0% | +117.0% |
| All | +105.9% | -2.5% | +108.5% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling