+631.8%
TEAM vs TFC
+101.5%
+530.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.9% | -15.2% | -15.9% |
| 7D | -19.8% | +1.2% | -21.1% | -20.1% |
| 30D | -21.5% | +8.3% | -29.8% | -23.3% |
| 3M | +39.5% | -5.2% | +44.7% | +41.3% |
| 6M | +73.1% | -0.8% | +73.9% | +72.7% |
| YTD | -5.2% | +3.4% | -8.7% | -7.1% |
| 1Y | -1.6% | +17.0% | -18.6% | -7.0% |
| 3Y | -11.4% | +86.2% | -97.6% | -26.1% |
| 5Y | -65.1% | -2.3% | -62.8% | -66.8% |
| 10Y | +471.3% | +93.9% | +377.4% | +306.2% |
| All | +631.8% | +101.5% | +530.3% | +458.5% |
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