+86.2%
TFC vs A
+64.2%
+21.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.5% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | +8.3% | +3.4% | +5.0% | +7.1% |
| 3M | -5.2% | +23.8% | -29.0% | -12.1% |
| 6M | -0.8% | +49.0% | -49.8% | -14.7% |
| YTD | +3.4% | +29.4% | -26.0% | -6.1% |
| 1Y | +17.0% | +19.4% | -2.4% | +9.8% |
| 3Y | +86.2% | +66.2% | +20.0% | +53.6% |
| All | +86.2% | +64.2% | +21.9% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling