+11.4%
O vs TFC
+16.8%
-5.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +3.5% | +1.7% | +1.8% | +3.1% |
| 30D | +10.4% | +9.0% | +1.4% | +8.4% |
| 3M | -2.4% | -2.1% | -0.3% | -2.3% |
| 6M | -1.2% | +3.4% | -4.6% | -2.1% |
| YTD | +10.4% | +5.3% | +5.1% | +8.3% |
| 1Y | +11.4% | +16.2% | -4.7% | +7.8% |
| All | +11.4% | +16.8% | -5.3% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling