-10.9%
DOW vs TFC
+42.0%
-52.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.1% |
| 7D | -6.0% | -1.3% | -4.7% | -5.4% |
| 30D | -2.7% | -2.3% | -0.4% | -1.6% |
| 3M | -10.5% | +2.5% | -12.9% | -12.5% |
| 6M | -12.4% | +9.5% | -21.9% | -18.7% |
| YTD | +30.0% | +5.1% | +25.0% | +23.2% |
| 1Y | +27.8% | +15.5% | +12.3% | +14.6% |
| 3Y | -34.9% | +95.2% | -130.1% | -58.0% |
| 5Y | -35.9% | +14.5% | -50.4% | -45.6% |
| All | -10.9% | +42.0% | -52.9% | -37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling