+3,644.4%
FIX vs TFC
+82.1%
+3,562.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -13.9% | +1.7% | -15.7% | -14.9% |
| 30D | -35.5% | +9.0% | -44.5% | -38.9% |
| 3M | -33.9% | -2.1% | -31.8% | -33.6% |
| 6M | -43.3% | +3.4% | -46.7% | -45.2% |
| YTD | +18.7% | +5.3% | +13.4% | +13.2% |
| 1Y | +13.8% | +16.2% | -2.4% | +2.6% |
| 3Y | +495.0% | +94.8% | +400.2% | +293.6% |
| 5Y | +1,049.0% | -0.7% | +1,049.7% | +977.4% |
| 10Y | +3,644.4% | +80.9% | +3,563.6% | +2,165.4% |
| All | +3,644.4% | +82.1% | +3,562.4% | +2,165.4% |
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 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