+448.7%
FIX vs TFC
+82.8%
+365.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.4% | +5.9% |
| 7D | -17.5% | +1.2% | -18.7% | -18.2% |
| 30D | -41.6% | +8.3% | -49.9% | -44.3% |
| 3M | -40.6% | -5.2% | -35.4% | -39.3% |
| 6M | -49.4% | -0.8% | -48.6% | -50.0% |
| YTD | +9.2% | +3.4% | +5.7% | +4.7% |
| 1Y | +6.5% | +17.0% | -10.6% | -5.1% |
| 3Y | +448.7% | +86.2% | +362.6% | +273.8% |
| All | +448.7% | +82.8% | +365.9% | +273.8% |
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