-0.9%
SO vs TFC
+15.4%
-16.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -0.2% | +2.4% | -2.6% | -0.3% |
| 30D | -4.6% | -1.3% | -3.3% | -4.5% |
| 3M | -3.0% | +6.1% | -9.1% | -3.2% |
| 6M | -8.3% | +7.3% | -15.6% | -8.4% |
| YTD | +3.5% | +8.2% | -4.7% | +2.9% |
| 1Y | -0.9% | +14.4% | -15.4% | -0.3% |
| All | -0.9% | +15.4% | -16.3% | -0.3% |
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