+1,593.1%
T vs TFC
+2,527.6%
-934.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.3% |
| 7D | +1.7% | +0.3% | +1.4% | +1.6% |
| 30D | -1.7% | +9.2% | -10.9% | -4.0% |
| 3M | -7.3% | -2.9% | -4.4% | -6.7% |
| 6M | -11.2% | +3.5% | -14.7% | -12.2% |
| YTD | -8.1% | +5.4% | -13.5% | -9.9% |
| 1Y | -8.0% | +17.3% | -25.3% | -12.4% |
| 3Y | +62.1% | +96.7% | -34.5% | +31.9% |
| 5Y | +55.7% | -1.1% | +56.8% | +47.7% |
| 10Y | +54.1% | +84.7% | -30.6% | +18.0% |
| All | +1,593.1% | +2,527.6% | -934.5% | +704.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling