+51.9%
DOW vs TFC
+20.8%
+31.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.2% | -2.9% |
| 7D | -4.2% | +5.1% | -9.2% | -3.7% |
| 30D | +14.7% | +9.8% | +4.9% | +15.7% |
| 3M | +9.1% | -2.4% | +11.5% | +8.6% |
| 6M | -17.7% | +4.9% | -22.6% | -17.1% |
| YTD | +44.6% | +6.6% | +38.1% | +41.0% |
| 1Y | +51.9% | +21.3% | +30.6% | +24.9% |
| All | +51.9% | +20.8% | +31.1% | +24.9% |
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 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