-21.1%
LOW vs TFC
+15.4%
-36.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -1.7% | +2.4% | -4.1% | -2.8% |
| 30D | -7.0% | -1.3% | -5.7% | -6.6% |
| 3M | -0.9% | +6.1% | -6.9% | -3.6% |
| 6M | -20.1% | +7.3% | -27.4% | -23.0% |
| YTD | -13.9% | +8.2% | -22.1% | -17.6% |
| 1Y | -21.1% | +14.4% | -35.6% | -26.8% |
| All | -21.1% | +15.4% | -36.5% | -26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling