+14.4%
FIX vs TFC
+20.8%
-6.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.0% | -18.0% | -15.6% |
| 7D | -18.9% | +5.1% | -24.0% | -20.0% |
| 30D | -36.3% | +9.8% | -46.1% | -38.1% |
| 3M | -38.5% | -2.4% | -36.1% | -37.5% |
| 6M | -42.3% | +4.9% | -47.2% | -44.1% |
| YTD | +17.1% | +6.6% | +10.5% | +6.3% |
| 1Y | +14.4% | +21.3% | -6.9% | -10.4% |
| All | +14.4% | +20.8% | -6.4% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling