+454.5%
TEAM vs TFC
+81.3%
+373.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -19.7% | -1.2% | -18.5% | -19.4% |
| 30D | -26.6% | +7.8% | -34.4% | -28.1% |
| 3M | -1.1% | -3.0% | +1.9% | -0.4% |
| 6M | +74.6% | +5.8% | +68.8% | +71.2% |
| YTD | -6.0% | +5.3% | -11.3% | -8.2% |
| 1Y | -3.2% | +15.7% | -18.9% | -8.0% |
| 3Y | -13.5% | +94.8% | -108.3% | -27.9% |
| 5Y | -65.5% | 0.0% | -65.5% | -67.4% |
| 10Y | +454.5% | +79.0% | +375.5% | +338.3% |
| All | +454.5% | +81.3% | +373.2% | +338.3% |
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