-24.7%
LOW vs TFC
+16.0%
-40.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -2.6% | -2.5% | -0.1% | -1.5% |
| 30D | -11.1% | -2.8% | -8.3% | -10.1% |
| 3M | -8.5% | +2.1% | -10.7% | -9.5% |
| 6M | -20.8% | +10.1% | -31.0% | -24.0% |
| YTD | -17.2% | +5.4% | -22.6% | -20.0% |
| 1Y | -24.7% | +16.3% | -41.1% | -29.5% |
| All | -24.7% | +16.0% | -40.7% | -29.5% |
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