+55.3%
O vs TFC
+97.4%
-42.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | -2.3% | -1.3% | -1.0% | -1.9% |
| 30D | -2.4% | -2.3% | -0.1% | -1.8% |
| 3M | -0.6% | +2.5% | -3.0% | -1.6% |
| 6M | -5.0% | +9.5% | -14.5% | -8.1% |
| YTD | +10.4% | +5.1% | +5.3% | +7.9% |
| 1Y | +6.6% | +15.5% | -8.9% | +0.7% |
| 3Y | +28.4% | +95.2% | -66.8% | -1.8% |
| 5Y | +15.3% | +14.5% | +0.8% | +3.1% |
| 10Y | +55.3% | +97.2% | -41.9% | +9.8% |
| All | +55.3% | +97.4% | -42.1% | +9.8% |
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