+1.2%
SO vs TFC
+13.2%
-12.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.1% |
| 7D | +1.0% | +2.2% | -1.2% | +0.9% |
| 30D | -3.2% | -2.5% | -0.7% | -3.1% |
| 3M | -1.7% | +4.5% | -6.3% | -1.8% |
| 6M | -7.2% | +11.0% | -18.2% | -6.9% |
| YTD | +4.6% | +5.9% | -1.3% | +4.0% |
| 1Y | +1.2% | +14.6% | -13.4% | +1.3% |
| All | +1.2% | +13.2% | -12.0% | +1.3% |
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