+69.0%
F vs TFC
+81.3%
-12.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.1% | -1.2% | -0.9% | -1.5% |
| 30D | +3.3% | +7.8% | -4.4% | -1.2% |
| 3M | -11.3% | -3.0% | -8.3% | -9.9% |
| 6M | +5.3% | +5.8% | -0.5% | +1.0% |
| YTD | -2.2% | +5.3% | -7.5% | -6.3% |
| 1Y | -3.5% | +15.7% | -19.2% | -12.6% |
| 3Y | +49.5% | +94.8% | -45.3% | -3.0% |
| 5Y | -13.5% | 0.0% | -13.6% | -17.9% |
| 10Y | +69.0% | +79.0% | -10.0% | +6.7% |
| All | +69.0% | +81.3% | -12.3% | +6.7% |
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