+5,289.3%
O vs TFC
+1,425.4%
+3,864.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.6% | -1.2% | +1.8% | +1.1% |
| 30D | +9.4% | +7.8% | +1.7% | +6.2% |
| 3M | -2.4% | -3.0% | +0.6% | -1.4% |
| 6M | -1.9% | +5.8% | -7.7% | -4.4% |
| YTD | +10.5% | +5.3% | +5.2% | +7.2% |
| 1Y | +10.0% | +15.7% | -5.7% | +2.7% |
| 3Y | +40.5% | +94.8% | -54.3% | +2.7% |
| 5Y | +10.2% | 0.0% | +10.2% | +0.4% |
| 10Y | +82.5% | +79.0% | +3.4% | +18.9% |
| All | +5,289.3% | +1,425.4% | +3,864.0% | +1,868.0% |
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