+12,471.5%
FIX vs TFC
+559.6%
+11,911.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +6.0% | +2.4% | +3.6% | +4.9% |
| 30D | -7.2% | -1.3% | -5.9% | -6.7% |
| 3M | -15.9% | +6.1% | -21.9% | -18.5% |
| 6M | +12.7% | +7.3% | +5.4% | +8.8% |
| YTD | +72.8% | +8.2% | +64.6% | +65.6% |
| 1Y | +122.9% | +14.4% | +108.5% | +107.8% |
| 3Y | +774.3% | +93.7% | +680.6% | +536.7% |
| 5Y | +2,049.5% | +16.4% | +2,033.1% | +1,796.8% |
| 10Y | +5,821.5% | +101.6% | +5,719.9% | +3,925.7% |
| All | +12,471.5% | +559.6% | +11,911.9% | +5,000.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling