+5,241.4%
O vs TFC
+1,398.7%
+3,842.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | +3.7% | +1.2% | +2.5% | +3.2% |
| 30D | +11.2% | +8.3% | +2.9% | +7.7% |
| 3M | -4.0% | -5.2% | +1.2% | -2.1% |
| 6M | -5.2% | -0.8% | -4.4% | -5.3% |
| YTD | +9.5% | +3.4% | +6.0% | +7.0% |
| 1Y | +10.6% | +17.0% | -6.4% | +2.8% |
| 3Y | +38.1% | +86.2% | -48.1% | +2.9% |
| 5Y | +10.2% | -2.3% | +12.5% | +1.3% |
| 10Y | +71.4% | +93.9% | -22.5% | +7.7% |
| All | +5,241.4% | +1,398.7% | +3,842.7% | +1,864.2% |
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