+95.1%
F vs TFC
+105.4%
-10.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +5.3% | +2.4% | +2.9% | +3.8% |
| 30D | +4.6% | -1.3% | +5.9% | +5.3% |
| 3M | -3.7% | +6.1% | -9.7% | -7.4% |
| 6M | +16.8% | +7.3% | +9.5% | +11.1% |
| YTD | +15.3% | +8.2% | +7.1% | +8.8% |
| 1Y | +31.0% | +14.4% | +16.6% | +19.4% |
| 3Y | +45.4% | +93.7% | -48.3% | -5.6% |
| 5Y | +54.7% | +16.4% | +38.3% | +34.0% |
| All | +95.1% | +105.4% | -10.3% | +10.6% |
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