+34,839.7%
LOW vs TFC
+2,539.0%
+32,300.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.0% |
| 7D | +0.4% | +2.2% | -1.9% | -0.5% |
| 30D | -10.1% | -2.5% | -7.6% | -9.3% |
| 3M | -2.9% | +4.5% | -7.4% | -4.7% |
| 6M | -19.4% | +11.0% | -30.4% | -22.7% |
| YTD | -15.4% | +5.9% | -21.3% | -17.6% |
| 1Y | -24.9% | +14.6% | -39.5% | -29.2% |
| 3Y | -7.8% | +96.7% | -104.5% | -30.9% |
| 5Y | +8.4% | +15.6% | -7.2% | -3.7% |
| 10Y | +226.8% | +98.6% | +128.2% | +118.0% |
| All | +34,839.7% | +2,539.0% | +32,300.7% | +10,750.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling