+75.7%
TFC vs A
+302.9%
-227.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | +2.3% | -0.5% | +2.7% | +2.5% |
| 30D | +10.8% | 0.0% | +10.8% | +10.6% |
| 3M | -3.8% | +16.7% | -20.5% | -11.2% |
| 6M | +9.6% | +54.8% | -45.3% | -13.3% |
| YTD | +5.8% | +28.8% | -23.0% | -8.7% |
| 1Y | +16.2% | +19.3% | -3.1% | +4.2% |
| 3Y | +96.0% | +65.5% | +30.4% | +42.6% |
| 5Y | +1.7% | +12.1% | -10.4% | -10.8% |
| All | +75.7% | +302.9% | -227.2% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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