+11.2%
SPY vs TFC
+16.8%
-5.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | -0.6% | +1.7% | -2.3% | -0.9% |
| 30D | -3.7% | +9.0% | -12.7% | -5.2% |
| 3M | -2.7% | -2.1% | -0.6% | -2.4% |
| 6M | +2.2% | +3.4% | -1.2% | +1.1% |
| YTD | +10.8% | +5.3% | +5.5% | +7.2% |
| 1Y | +11.2% | +16.2% | -4.9% | +3.0% |
| All | +11.2% | +16.8% | -5.5% | +3.0% |
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