-34.6%
DOW vs TFC
+98.6%
-133.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +1.4% |
| 7D | -2.9% | +2.2% | -5.2% | -3.9% |
| 30D | +2.0% | -2.5% | +4.4% | +2.9% |
| 3M | -12.5% | +4.5% | -17.1% | -15.0% |
| 6M | -9.2% | +11.0% | -20.2% | -15.5% |
| YTD | +30.8% | +5.9% | +24.9% | +24.6% |
| 1Y | +29.4% | +14.6% | +14.8% | +17.7% |
| 3Y | -34.6% | +96.7% | -131.3% | -52.9% |
| All | -34.6% | +98.6% | -133.1% | -52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling