+5.2%
SSPC vs TFC
-0.3%
+5.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.0% | +4.8% | +6.9% |
| 7D | +11.8% | +5.1% | +6.7% | +10.4% |
| 30D | +44.7% | +9.8% | +34.9% | +41.5% |
| 3M | -40.7% | -2.4% | -38.3% | -40.7% |
| All | +5.2% | -0.3% | +5.5% | +5.3% |
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 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 · Available span rolling