+7.1%
LOW vs TFC
+1.3%
+5.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | +1.4% | +2.3% | -0.8% | +0.6% |
| 30D | +21.7% | +10.8% | +10.9% | +17.3% |
| 3M | +5.0% | -3.8% | +8.8% | +6.5% |
| 6M | +4.6% | +9.6% | -5.0% | +0.9% |
| YTD | -3.5% | +5.8% | -9.3% | -5.8% |
| 1Y | +0.5% | +16.2% | -15.6% | -5.1% |
| 3Y | +24.8% | +96.0% | -71.2% | -3.4% |
| All | +7.1% | +1.3% | +5.8% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling