+1,335.2%
STX vs TFC
+103.0%
+1,232.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.3% | +6.3% |
| 7D | +2.4% | +2.4% | -0.1% | +1.4% |
| 30D | +1.4% | -1.3% | +2.7% | +1.9% |
| 3M | -8.2% | +6.1% | -14.3% | -11.1% |
| 6M | +127.0% | +7.3% | +119.7% | +117.9% |
| YTD | +209.1% | +8.2% | +201.0% | +194.3% |
| 1Y | +365.4% | +14.4% | +351.0% | +331.0% |
| All | +1,335.2% | +103.0% | +1,232.1% | +1,021.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling