+282.8%
TFC vs A
+566.3%
-283.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.1% |
| 7D | +0.3% | +4.8% | -4.4% | -1.0% |
| 30D | +9.2% | +5.6% | +3.5% | +7.4% |
| 3M | -2.9% | +23.6% | -26.5% | -8.8% |
| 6M | +3.5% | +56.4% | -52.9% | -9.5% |
| YTD | +5.4% | +33.4% | -28.0% | -3.9% |
| 1Y | +17.3% | +23.7% | -6.4% | +9.1% |
| 3Y | +96.7% | +71.0% | +25.7% | +65.7% |
| 5Y | -1.1% | +16.8% | -17.9% | -8.6% |
| 10Y | +84.7% | +323.8% | -239.0% | +23.6% |
| All | +282.8% | +566.3% | -283.5% | +96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling