+1,027.6%
FIX vs TFC
+1.3%
+1,026.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.9% |
| 7D | +9.4% | +2.3% | +7.2% | +8.4% |
| 30D | -27.8% | +10.8% | -38.6% | -31.3% |
| 3M | -35.6% | -3.8% | -31.8% | -34.8% |
| 6M | -45.2% | +9.6% | -54.8% | -48.1% |
| YTD | +19.5% | +5.8% | +13.7% | +14.8% |
| 1Y | +24.2% | +16.2% | +8.1% | +14.3% |
| 3Y | +494.2% | +96.0% | +398.2% | +336.9% |
| All | +1,027.6% | +1.3% | +1,026.3% | +1,013.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling