+58.8%
T vs TFC
+82.1%
-23.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | +2.6% | +1.7% | +0.9% | +2.1% |
| 30D | -1.1% | +9.0% | -10.1% | -3.5% |
| 3M | -7.7% | -2.1% | -5.6% | -7.3% |
| 6M | -10.6% | +3.4% | -14.0% | -11.7% |
| YTD | -7.5% | +5.3% | -12.7% | -9.5% |
| 1Y | -7.4% | +16.2% | -23.6% | -12.1% |
| 3Y | +63.1% | +94.8% | -31.7% | +28.6% |
| 5Y | +55.2% | -0.7% | +55.9% | +48.5% |
| 10Y | +58.8% | +80.9% | -22.1% | +23.3% |
| All | +58.8% | +82.1% | -23.3% | +23.3% |
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 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