+162.0%
SO vs TFC
+97.4%
+64.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | 0.0% | -1.3% | +1.3% | +0.3% |
| 30D | -2.5% | -2.3% | -0.1% | -2.0% |
| 3M | -4.2% | +2.5% | -6.6% | -4.8% |
| 6M | -7.7% | +9.5% | -17.1% | -9.7% |
| YTD | +3.8% | +5.1% | -1.3% | +2.2% |
| 1Y | +0.1% | +15.5% | -15.4% | -3.7% |
| 3Y | +44.2% | +95.2% | -51.0% | +19.7% |
| 5Y | +57.9% | +14.5% | +43.4% | +46.0% |
| 10Y | +162.0% | +97.2% | +64.8% | +101.1% |
| All | +162.0% | +97.4% | +64.6% | +101.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling