-25.6%
DOW vs TFC
+95.7%
-121.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -2.2% |
| 7D | -9.4% | +0.3% | -9.7% | -9.6% |
| 30D | +8.9% | +9.2% | -0.2% | +4.7% |
| 3M | +6.7% | -2.9% | +9.7% | +7.7% |
| 6M | -14.2% | +3.5% | -17.7% | -16.8% |
| YTD | +36.9% | +5.4% | +31.5% | +30.0% |
| 1Y | +45.8% | +17.3% | +28.4% | +29.7% |
| All | -25.6% | +95.7% | -121.3% | -49.3% |
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 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