+264.0%
SPOT vs TFC
+45.5%
+218.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.2% | -3.2% |
| 7D | -0.9% | +2.4% | -3.3% | -1.5% |
| 30D | +12.5% | -1.3% | +13.8% | +12.8% |
| 3M | +9.9% | +6.1% | +3.8% | +8.0% |
| 6M | +1.6% | +7.3% | -5.8% | -0.8% |
| YTD | -6.6% | +8.2% | -14.8% | -9.0% |
| 1Y | -22.9% | +14.4% | -37.4% | -26.2% |
| 3Y | +244.3% | +93.7% | +150.6% | +183.1% |
| 5Y | +117.8% | +16.4% | +101.4% | +102.2% |
| All | +264.0% | +45.5% | +218.5% | +195.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling