-9.1%
LOW vs TFC
+91.9%
-100.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -0.6% | -1.3% | +0.7% | -0.1% |
| 30D | -9.3% | -2.3% | -6.9% | -8.4% |
| 3M | -8.1% | +2.5% | -10.5% | -9.1% |
| 6M | -19.8% | +9.5% | -29.2% | -22.7% |
| YTD | -16.4% | +5.1% | -21.4% | -18.4% |
| 1Y | -24.7% | +15.5% | -40.1% | -29.4% |
| All | -9.1% | +91.9% | -100.9% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling