+202.8%
TER vs TFC
+16.2%
+186.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.4% |
| 7D | +0.6% | +2.4% | -1.8% | -0.7% |
| 30D | -8.3% | -1.3% | -7.0% | -7.6% |
| 3M | -12.2% | +6.1% | -18.3% | -15.9% |
| 6M | +17.1% | +7.3% | +9.7% | +12.1% |
| YTD | +84.7% | +8.2% | +76.5% | +76.2% |
| 1Y | +199.9% | +14.4% | +185.5% | +177.0% |
| 3Y | +232.8% | +93.7% | +139.0% | +135.2% |
| All | +202.8% | +16.2% | +186.7% | +187.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling