+192.8%
TER vs TFC
+91.2%
+101.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.9% | +10.8% | +11.5% |
| 7D | -5.8% | +0.3% | -6.1% | -5.8% |
| 30D | -38.9% | +9.2% | -48.1% | -42.6% |
| 3M | -35.1% | -2.9% | -32.2% | -34.1% |
| 6M | -31.6% | +3.5% | -35.1% | -34.7% |
| YTD | +27.2% | +5.4% | +21.8% | +20.7% |
| 1Y | +35.2% | +17.3% | +17.9% | +19.2% |
| 3Y | +192.8% | +96.7% | +96.1% | +75.0% |
| All | +192.8% | +91.2% | +101.6% | +75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling