+249.7%
SPOT vs TFC
+95.2%
+154.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | +13.5% | +8.6% | +4.8% | +11.4% |
| 3M | +22.2% | -4.3% | +26.6% | +23.4% |
| 6M | +38.3% | +5.4% | +32.9% | +36.1% |
| YTD | +3.1% | +4.5% | -1.4% | +1.4% |
| 1Y | -7.6% | +14.0% | -21.6% | -11.2% |
| All | +249.7% | +95.2% | +154.5% | +233.2% |
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