+163.9%
SO vs TFC
+99.0%
+64.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.5% |
| 7D | +1.0% | +2.2% | -1.2% | +0.5% |
| 30D | -3.2% | -2.5% | -0.7% | -2.7% |
| 3M | -1.7% | +4.5% | -6.3% | -2.8% |
| 6M | -7.2% | +11.0% | -18.2% | -9.5% |
| YTD | +4.6% | +5.9% | -1.3% | +2.8% |
| 1Y | +1.2% | +14.6% | -13.4% | -2.4% |
| 3Y | +45.3% | +96.7% | -51.5% | +20.4% |
| 5Y | +58.7% | +15.6% | +43.1% | +46.5% |
| All | +163.9% | +99.0% | +64.9% | +102.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling