+1,744.2%
TER vs TFC
+100.2%
+1,644.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +5.3% |
| 7D | +11.0% | +2.2% | +8.7% | +9.6% |
| 30D | -1.9% | -2.5% | +0.6% | -0.7% |
| 3M | -0.7% | +4.5% | -5.2% | -3.7% |
| 6M | +36.4% | +11.0% | +25.4% | +28.9% |
| YTD | +92.4% | +5.9% | +86.6% | +86.5% |
| 1Y | +213.5% | +14.6% | +199.0% | +191.7% |
| 3Y | +277.2% | +96.7% | +180.5% | +169.7% |
| 5Y | +219.1% | +15.6% | +203.6% | +186.2% |
| 10Y | +1,744.2% | +98.6% | +1,645.6% | +1,122.0% |
| All | +1,744.2% | +100.2% | +1,644.0% | +1,122.0% |
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