+3,094.0%
SPY vs TFC
+1,504.3%
+1,589.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.1% | +2.4% | -2.3% | -0.8% |
| 30D | +0.1% | -1.3% | +1.4% | +0.5% |
| 3M | +2.0% | +6.1% | -4.1% | -0.5% |
| 6M | +13.0% | +7.3% | +5.7% | +9.6% |
| YTD | +13.5% | +8.2% | +5.3% | +9.5% |
| 1Y | +20.0% | +14.4% | +5.5% | +13.2% |
| 3Y | +77.2% | +93.7% | -16.5% | +35.5% |
| 5Y | +81.9% | +16.4% | +65.5% | +61.7% |
| 10Y | +314.1% | +101.6% | +212.5% | +179.0% |
| All | +3,094.0% | +1,504.3% | +1,589.8% | +968.6% |
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