+4,250.2%
KO vs TFC
+2,539.0%
+1,711.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.5% | +0.7% |
| 7D | +0.4% | +2.2% | -1.8% | 0.0% |
| 30D | +1.5% | -2.5% | +4.0% | +1.9% |
| 3M | +11.8% | +4.5% | +7.3% | +10.7% |
| 6M | +16.2% | +11.0% | +5.3% | +13.7% |
| YTD | +28.1% | +5.9% | +22.2% | +26.2% |
| 1Y | +34.8% | +14.6% | +20.2% | +30.6% |
| 3Y | +65.5% | +96.7% | -31.3% | +41.8% |
| 5Y | +81.6% | +15.6% | +66.0% | +68.9% |
| 10Y | +176.7% | +98.6% | +78.1% | +122.0% |
| All | +4,250.2% | +2,539.0% | +1,711.1% | +2,170.1% |
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