-15.8%
F vs TFC
-2.5%
-13.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.2% |
| 7D | +1.6% | +1.2% | +0.3% | +0.9% |
| 30D | +2.6% | +8.3% | -5.7% | -1.8% |
| 3M | -8.8% | -5.2% | -3.6% | -6.2% |
| 6M | +4.6% | -0.8% | +5.4% | +4.3% |
| YTD | -1.9% | +3.4% | -5.3% | -4.8% |
| 1Y | -0.8% | +17.0% | -17.8% | -10.2% |
| 3Y | +43.5% | +86.2% | -42.7% | -2.0% |
| All | -15.8% | -2.5% | -13.3% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling