-10.8%
DOW vs TFC
+46.2%
-57.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | -2.4% | +2.4% | -4.8% | -3.7% |
| 30D | +0.4% | -1.3% | +1.7% | +0.9% |
| 3M | -14.4% | +6.1% | -20.5% | -17.9% |
| 6M | -7.0% | +7.3% | -14.3% | -12.6% |
| YTD | +30.2% | +8.2% | +22.0% | +21.4% |
| 1Y | +29.2% | +14.4% | +14.8% | +16.5% |
| 3Y | -36.7% | +93.7% | -130.4% | -58.9% |
| 5Y | -37.7% | +16.4% | -54.1% | -47.5% |
| All | -10.8% | +46.2% | -57.0% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling