+7,433.0%
FIX vs TFC
+536.5%
+6,896.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.0% | -9.6% | -10.7% |
| 7D | -27.2% | +1.1% | -28.3% | -27.8% |
| 30D | -46.9% | +7.8% | -54.7% | -48.9% |
| 3M | -44.4% | -4.8% | -39.7% | -43.6% |
| 6M | -50.9% | +1.8% | -52.7% | -51.9% |
| YTD | +3.5% | +4.4% | -0.9% | +0.2% |
| 1Y | -2.1% | +18.0% | -20.1% | -10.3% |
| 3Y | +418.7% | +85.2% | +333.6% | +285.5% |
| 5Y | +894.6% | -1.4% | +895.9% | +838.5% |
| 10Y | +3,465.5% | +95.7% | +3,369.8% | +2,344.5% |
| All | +7,433.0% | +536.5% | +6,896.5% | +2,986.9% |
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