+67.2%
F vs TFC
+77.1%
-9.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -2.4% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | -0.5% | +8.6% | -9.1% | -5.2% |
| 3M | -12.9% | -4.3% | -8.6% | -10.7% |
| 6M | +1.5% | +5.4% | -3.9% | -2.4% |
| YTD | -5.0% | +4.5% | -9.5% | -8.6% |
| 1Y | -7.3% | +14.0% | -21.3% | -15.3% |
| 3Y | +45.3% | +93.4% | -48.1% | -5.4% |
| 5Y | -15.8% | +0.5% | -16.2% | -20.2% |
| All | +67.2% | +77.1% | -9.9% | +4.4% |
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 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