+0.1%
DOW vs TFC
+42.9%
-42.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -1.0% |
| 7D | +5.2% | +2.3% | +3.0% | +3.9% |
| 30D | +13.2% | +10.8% | +2.4% | +6.7% |
| 3M | +10.1% | -3.8% | +13.9% | +11.8% |
| 6M | -13.1% | +9.6% | -22.6% | -18.8% |
| YTD | +46.1% | +5.8% | +40.3% | +37.4% |
| 1Y | +50.0% | +16.2% | +33.9% | +33.7% |
| 3Y | -20.2% | +96.0% | -116.2% | -48.5% |
| 5Y | -27.7% | +1.7% | -29.4% | -33.7% |
| All | +0.1% | +42.9% | -42.9% | -29.7% |
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