-35.9%
DOW vs TFC
+15.2%
-51.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +1.3% |
| 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% | -14.7% |
| 6M | -9.2% | +11.0% | -20.2% | -14.8% |
| YTD | +30.8% | +5.9% | +24.9% | +25.2% |
| 1Y | +29.4% | +14.6% | +14.8% | +19.4% |
| 3Y | -34.6% | +96.7% | -131.3% | -52.3% |
| 5Y | -35.9% | +15.6% | -51.5% | -43.4% |
| All | -35.9% | +15.2% | -51.1% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling