+1,027.9%
C vs TFC
+2,523.9%
-1,496.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.4% |
| 7D | -0.4% | +1.7% | -2.1% | -1.6% |
| 30D | -5.2% | +9.0% | -14.2% | -11.3% |
| 3M | -9.1% | -2.1% | -7.0% | -7.6% |
| 6M | -1.6% | +3.4% | -4.9% | -4.8% |
| YTD | +6.9% | +5.3% | +1.7% | +2.1% |
| 1Y | +23.0% | +16.2% | +6.8% | +8.7% |
| 3Y | +216.1% | +94.8% | +121.4% | +83.8% |
| 5Y | +112.2% | -0.7% | +112.9% | +93.6% |
| 10Y | +208.8% | +80.9% | +127.9% | +71.6% |
| All | +1,027.9% | +2,523.9% | -1,496.0% | +196.3% |
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