-25.9%
SPOT vs TFC
+16.0%
-41.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -6.9% | -2.5% | -4.4% | -6.7% |
| 30D | +4.1% | -2.8% | +7.0% | +4.3% |
| 3M | +3.7% | +2.1% | +1.6% | +3.4% |
| 6M | -1.6% | +10.1% | -11.7% | -2.8% |
| YTD | -10.2% | +5.4% | -15.6% | -10.2% |
| 1Y | -25.9% | +16.3% | -42.2% | -26.7% |
| All | -25.9% | +16.0% | -41.9% | -26.7% |
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 · 6 months rolling