+1,092.2%
FIX vs TFC
-0.5%
+1,092.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | +6.4% | -1.2% | +7.6% | +7.1% |
| 30D | -29.1% | +7.8% | -36.8% | -31.7% |
| 3M | -31.1% | -3.0% | -28.2% | -30.6% |
| 6M | -42.8% | +5.8% | -48.6% | -44.9% |
| YTD | +24.6% | +5.3% | +19.4% | +20.0% |
| 1Y | +21.9% | +15.7% | +6.3% | +12.5% |
| 3Y | +524.9% | +94.8% | +430.1% | +360.8% |
| 5Y | +1,092.2% | 0.0% | +1,092.2% | +1,084.6% |
| All | +1,092.2% | -0.5% | +1,092.7% | +1,084.6% |
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