+6,268.1%
SO vs TFC
+2,478.0%
+3,790.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.9% |
| 7D | -1.5% | +1.2% | -2.7% | -1.7% |
| 30D | +8.1% | +8.3% | -0.3% | +6.7% |
| 3M | +0.2% | -5.2% | +5.4% | +1.0% |
| 6M | +0.4% | -0.8% | +1.2% | +0.3% |
| YTD | +8.5% | +3.4% | +5.1% | +7.5% |
| 1Y | +4.9% | +17.0% | -12.1% | +1.9% |
| 3Y | +47.9% | +86.2% | -38.3% | +31.4% |
| 5Y | +75.7% | -2.3% | +78.0% | +70.0% |
| 10Y | +178.0% | +93.9% | +84.1% | +132.6% |
| All | +6,268.1% | +2,478.0% | +3,790.1% | +4,071.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling