-63.2%
SPCH vs TFC
-0.3%
-62.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.0% | -10.5% | -6.6% |
| 7D | -13.4% | +5.1% | -18.5% | -12.1% |
| 30D | -39.6% | +9.8% | -49.4% | -38.0% |
| 3M | -1.4% | -2.4% | +1.0% | -1.1% |
| All | -63.2% | -0.3% | -62.8% | -62.7% |
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 · Available span rolling