+512.8%
F vs TFC
+2,502.0%
-1,989.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.1% |
| 7D | +1.4% | +1.1% | +0.3% | +0.9% |
| 30D | +2.0% | +7.8% | -5.7% | -1.6% |
| 3M | -10.4% | -4.8% | -5.6% | -8.3% |
| 6M | +9.7% | +1.8% | +7.9% | +8.1% |
| YTD | -1.2% | +4.4% | -5.6% | -4.0% |
| 1Y | 0.0% | +18.0% | -17.9% | -8.4% |
| 3Y | +41.1% | +85.2% | -44.1% | +2.6% |
| 5Y | -11.4% | -1.4% | -10.0% | -14.9% |
| 10Y | +85.0% | +95.7% | -10.8% | +24.3% |
| All | +512.8% | +2,502.0% | -1,989.2% | +140.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling