+43.2%
TER vs TFC
+20.8%
+22.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.0% | -9.8% | -8.2% |
| 7D | -19.9% | +5.1% | -24.9% | -22.0% |
| 30D | -43.5% | +9.8% | -53.3% | -46.6% |
| 3M | -37.8% | -2.4% | -35.3% | -36.5% |
| 6M | -25.6% | +4.9% | -30.5% | -30.3% |
| YTD | +29.8% | +6.6% | +23.3% | +17.2% |
| 1Y | +43.2% | +21.3% | +21.9% | +15.2% |
| All | +43.2% | +20.8% | +22.4% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling