+72.2%
F vs TFC
+82.1%
-9.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -0.2% | +1.7% | -2.0% | -1.2% |
| 30D | +0.9% | +9.0% | -8.1% | -4.1% |
| 3M | -11.3% | -2.1% | -9.2% | -10.4% |
| 6M | +2.0% | +3.4% | -1.3% | -0.8% |
| YTD | -3.2% | +5.3% | -8.4% | -7.2% |
| 1Y | -3.5% | +16.2% | -19.6% | -12.7% |
| 3Y | +48.1% | +94.8% | -46.7% | -3.9% |
| 5Y | -13.5% | -0.7% | -12.8% | -17.5% |
| 10Y | +72.2% | +80.9% | -8.7% | +10.1% |
| All | +72.2% | +82.1% | -9.9% | +10.1% |
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