+1,052.1%
FIX vs TFC
-0.6%
+1,052.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.5% |
| 7D | +17.0% | +0.1% | +16.9% | +17.0% |
| 30D | -30.6% | +8.6% | -39.2% | -33.4% |
| 3M | -35.0% | -4.3% | -30.7% | -34.1% |
| 6M | -44.0% | +5.4% | -49.4% | -46.0% |
| YTD | +21.1% | +4.5% | +16.6% | +17.1% |
| 1Y | +16.3% | +14.0% | +2.3% | +7.9% |
| 3Y | +507.4% | +93.4% | +414.0% | +349.2% |
| 5Y | +1,052.1% | +0.5% | +1,051.6% | +1,040.8% |
| All | +1,052.1% | -0.6% | +1,052.6% | +1,040.8% |
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 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