+66.1%
T vs TFC
+15.2%
+50.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | -1.5% | +2.2% | -3.8% | -1.9% |
| 30D | +7.6% | -2.5% | +10.1% | +8.1% |
| 3M | +15.3% | +4.5% | +10.8% | +14.3% |
| 6M | -8.5% | +11.0% | -19.4% | -10.3% |
| YTD | +6.8% | +5.9% | +0.9% | +5.2% |
| 1Y | -7.2% | +14.6% | -21.8% | -10.0% |
| 3Y | +108.2% | +96.7% | +11.5% | +76.9% |
| 5Y | +66.1% | +15.6% | +50.5% | +58.2% |
| All | +66.1% | +15.2% | +50.9% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling