+76.2%
O vs TFC
+79.2%
-3.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -2.0% | -1.1% |
| 7D | -0.4% | +2.3% | -2.6% | -1.1% |
| 30D | +7.1% | +10.8% | -3.7% | +3.5% |
| 3M | -5.2% | -3.8% | -1.5% | -4.1% |
| 6M | -1.8% | +9.6% | -11.3% | -5.0% |
| YTD | +9.1% | +5.8% | +3.3% | +6.3% |
| 1Y | +9.7% | +16.2% | -6.5% | +3.5% |
| 3Y | +39.1% | +96.0% | -56.8% | +6.1% |
| 5Y | +8.4% | +1.7% | +6.7% | +2.2% |
| All | +76.2% | +79.2% | -3.0% | +27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling