+97.2%
TFC vs A
+236.6%
-139.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.1% |
| 7D | -1.3% | -4.4% | +3.1% | +0.8% |
| 30D | -2.3% | -2.7% | +0.3% | -1.4% |
| 3M | +2.5% | +7.0% | -4.6% | -1.5% |
| 6M | +9.5% | +24.6% | -15.1% | -3.7% |
| YTD | +5.1% | +7.0% | -2.0% | -0.5% |
| 1Y | +15.5% | +15.6% | -0.1% | +4.3% |
| 3Y | +95.2% | +29.9% | +65.2% | +60.7% |
| 5Y | +14.5% | -15.4% | +29.9% | +16.3% |
| 10Y | +97.2% | +248.9% | -151.7% | -3.7% |
| All | +97.2% | +236.6% | -139.4% | -3.7% |
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