+502.9%
TEAM vs TFC
+97.4%
+405.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -4.7% | -1.3% | -3.4% | -4.3% |
| 30D | +17.0% | -2.3% | +19.4% | +17.7% |
| 3M | +85.9% | +2.5% | +83.4% | +84.3% |
| 6M | +116.7% | +9.5% | +107.2% | +109.7% |
| YTD | +9.6% | +5.1% | +4.6% | +7.2% |
| 1Y | -2.5% | +15.5% | -18.0% | -7.2% |
| 3Y | -14.0% | +95.2% | -109.1% | -28.4% |
| 5Y | -53.1% | +14.5% | -67.6% | -56.4% |
| 10Y | +502.9% | +97.2% | +405.7% | +361.1% |
| All | +502.9% | +97.4% | +405.5% | +361.1% |
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