-1.0%
LOW vs TFC
+14.6%
-15.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.4% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +21.3% | +8.6% | +12.6% | +16.5% |
| 3M | +6.0% | -4.3% | +10.3% | +8.1% |
| 6M | +2.6% | +5.4% | -2.8% | -0.8% |
| YTD | -3.6% | +4.5% | -8.1% | -8.8% |
| 1Y | -1.0% | +14.0% | -14.9% | -12.9% |
| All | -1.0% | +14.6% | -15.6% | -12.9% |
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