+9,741.5%
TER vs TFC
+2,527.6%
+7,214.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.9% | +10.8% | +11.8% |
| 7D | -5.8% | +0.3% | -6.1% | -5.8% |
| 30D | -38.9% | +9.2% | -48.1% | -41.7% |
| 3M | -35.1% | -2.9% | -32.2% | -34.5% |
| 6M | -31.6% | +3.5% | -35.1% | -33.6% |
| YTD | +27.2% | +5.4% | +21.8% | +23.3% |
| 1Y | +35.2% | +17.3% | +17.9% | +24.3% |
| 3Y | +192.8% | +96.7% | +96.1% | +109.1% |
| 5Y | +72.4% | -1.1% | +73.5% | +65.2% |
| 10Y | +1,001.8% | +84.7% | +917.1% | +614.3% |
| All | +9,741.5% | +2,527.6% | +7,214.0% | +2,360.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling