+81.0%
F vs TFC
+90.1%
-9.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | -0.5% |
| 7D | -0.6% | +0.3% | -1.0% | -0.8% |
| 30D | +2.9% | +9.2% | -6.3% | -2.4% |
| 3M | -9.5% | -2.9% | -6.6% | -8.1% |
| 6M | +4.0% | +3.5% | +0.5% | +1.1% |
| YTD | -1.3% | +5.4% | -6.7% | -5.4% |
| 1Y | -1.9% | +17.3% | -19.3% | -11.9% |
| 3Y | +53.5% | +96.7% | -43.2% | -1.0% |
| 5Y | -15.1% | -1.1% | -14.0% | -18.8% |
| 10Y | +81.0% | +84.7% | -3.8% | +13.0% |
| All | +81.0% | +90.1% | -9.1% | +13.0% |
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