+177.9%
KO vs TFC
+98.5%
+79.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | -1.1% | -2.5% | +1.4% | -0.6% |
| 30D | +1.6% | -2.8% | +4.4% | +2.1% |
| 3M | +5.8% | +2.1% | +3.6% | +5.2% |
| 6M | +14.3% | +10.1% | +4.2% | +11.8% |
| YTD | +27.3% | +5.4% | +21.9% | +25.4% |
| 1Y | +33.2% | +16.3% | +16.8% | +28.4% |
| 3Y | +64.5% | +95.9% | -31.4% | +38.2% |
| 5Y | +83.1% | +16.0% | +67.1% | +70.5% |
| All | +177.9% | +98.5% | +79.4% | +122.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling