+506.7%
FIX vs TFC
+91.2%
+415.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.9% | +7.5% | +8.4% |
| 7D | -7.2% | +0.3% | -7.6% | -7.5% |
| 30D | -35.1% | +9.2% | -44.3% | -38.3% |
| 3M | -34.3% | -2.9% | -31.4% | -33.5% |
| 6M | -42.9% | +3.5% | -46.4% | -44.9% |
| YTD | +19.5% | +5.4% | +14.0% | +13.6% |
| 1Y | +16.8% | +17.3% | -0.5% | +4.2% |
| 3Y | +506.7% | +96.7% | +410.0% | +290.0% |
| All | +506.7% | +91.2% | +415.5% | +290.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling