+71.7%
TER vs TFC
+1.3%
+70.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -6.0% |
| 7D | +14.4% | +2.3% | +12.1% | +13.1% |
| 30D | -30.6% | +10.8% | -41.4% | -34.6% |
| 3M | -39.2% | -3.8% | -35.4% | -38.2% |
| 6M | -31.3% | +9.6% | -40.8% | -35.8% |
| YTD | +29.1% | +5.8% | +23.3% | +24.0% |
| 1Y | +47.4% | +16.2% | +31.3% | +34.5% |
| 3Y | +191.2% | +96.0% | +95.3% | +103.7% |
| All | +71.7% | +1.3% | +70.4% | +79.7% |
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