+54.1%
SO vs TFC
+97.5%
-43.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.1% |
| 7D | +1.4% | +2.3% | -0.9% | +1.2% |
| 30D | +4.7% | +10.8% | -6.1% | +4.0% |
| 3M | +1.7% | -3.8% | +5.5% | +1.8% |
| 6M | +2.2% | +9.6% | -7.4% | +1.6% |
| YTD | +10.0% | +5.8% | +4.2% | +9.4% |
| 1Y | +6.0% | +16.2% | -10.1% | +4.9% |
| 3Y | +54.1% | +96.0% | -41.9% | +43.1% |
| All | +54.1% | +97.5% | -43.4% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling