+17.3%
TFC vs A
-12.8%
+30.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +2.4% | -1.9% | +4.4% | +3.2% |
| 30D | -1.3% | +6.9% | -8.2% | -4.1% |
| 3M | +6.1% | +9.2% | -3.2% | +2.0% |
| 6M | +7.3% | +25.7% | -18.3% | -3.3% |
| YTD | +8.2% | +11.5% | -3.3% | +2.3% |
| 1Y | +14.4% | +18.4% | -3.9% | +4.8% |
| 3Y | +93.7% | +26.6% | +67.1% | +67.8% |
| All | +17.3% | -12.8% | +30.1% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling