+227.5%
LOW vs TFC
+98.7%
+128.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.7% | -2.4% | -1.3% | -2.8% |
| 30D | -8.9% | -3.4% | -5.5% | -7.7% |
| 3M | -10.4% | +0.4% | -10.8% | -10.7% |
| 6M | -19.4% | +12.7% | -32.1% | -23.1% |
| YTD | -17.1% | +5.6% | -22.7% | -19.2% |
| 1Y | -26.3% | +16.0% | -42.3% | -30.8% |
| 3Y | -9.9% | +94.0% | -103.9% | -32.2% |
| 5Y | +6.1% | +16.2% | -10.0% | -5.1% |
| All | +227.5% | +98.7% | +128.8% | +115.4% |
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