+319.7%
SPY vs TFC
+97.4%
+222.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -0.4% | -1.3% | +0.9% | +0.1% |
| 30D | -1.4% | -2.3% | +1.0% | -0.6% |
| 3M | +3.7% | +2.5% | +1.2% | +2.5% |
| 6M | +13.0% | +9.5% | +3.5% | +8.9% |
| YTD | +12.4% | +5.1% | +7.3% | +9.7% |
| 1Y | +18.5% | +15.5% | +3.1% | +11.7% |
| 3Y | +77.6% | +95.2% | -17.5% | +36.8% |
| 5Y | +81.7% | +14.5% | +67.2% | +64.6% |
| 10Y | +319.7% | +97.2% | +222.5% | +189.4% |
| All | +319.7% | +97.4% | +222.3% | +189.4% |
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