+252.8%
SPOT vs TFC
+42.0%
+210.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -3.1% | -2.4% | -0.7% | -2.5% |
| 30D | +7.4% | -3.4% | +10.7% | +8.3% |
| 3M | +8.2% | +0.4% | +7.7% | +7.8% |
| 6M | +2.2% | +12.7% | -10.5% | -1.3% |
| YTD | -9.5% | +5.6% | -15.0% | -11.3% |
| 1Y | -23.8% | +16.0% | -39.9% | -27.3% |
| 3Y | +233.5% | +94.0% | +139.5% | +174.2% |
| 5Y | +112.2% | +16.2% | +96.0% | +97.4% |
| All | +252.8% | +42.0% | +210.9% | +188.0% |
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