+53.4%
T vs TFC
-2.5%
+56.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.7% |
| 7D | +1.0% | +1.2% | -0.2% | +0.8% |
| 30D | -10.6% | +8.3% | -18.9% | -11.9% |
| 3M | -7.7% | -5.2% | -2.6% | -6.9% |
| 6M | -13.3% | -0.8% | -12.5% | -13.3% |
| YTD | -8.8% | +3.4% | -12.2% | -9.7% |
| 1Y | -8.4% | +17.0% | -25.4% | -11.4% |
| 3Y | +59.6% | +86.2% | -26.5% | +37.9% |
| All | +53.4% | -2.5% | +56.0% | +54.6% |
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