+112.6%
SPOT vs TFC
+14.8%
+97.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -6.5% | -1.3% | -5.2% | -6.1% |
| 30D | +2.2% | -2.3% | +4.5% | +3.0% |
| 3M | +5.4% | +2.5% | +2.9% | +4.2% |
| 6M | -4.0% | +9.5% | -13.5% | -7.6% |
| YTD | -9.9% | +5.1% | -15.0% | -12.3% |
| 1Y | -27.3% | +15.5% | -42.8% | -31.7% |
| 3Y | +236.4% | +95.2% | +141.2% | +150.6% |
| 5Y | +112.6% | +14.5% | +98.1% | +110.3% |
| All | +112.6% | +14.8% | +97.8% | +110.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling