+62.5%
T vs TFC
+79.2%
-16.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | +2.5% | +2.3% | +0.3% | +1.9% |
| 30D | -3.8% | +10.8% | -14.6% | -6.6% |
| 3M | -8.7% | -3.8% | -5.0% | -7.9% |
| 6M | -8.1% | +9.6% | -17.7% | -10.7% |
| YTD | -6.4% | +5.8% | -12.2% | -8.6% |
| 1Y | -9.8% | +16.2% | -25.9% | -14.3% |
| 3Y | +65.5% | +96.0% | -30.5% | +30.3% |
| 5Y | +57.0% | +1.7% | +55.3% | +48.9% |
| All | +62.5% | +79.2% | -16.7% | +24.0% |
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 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