+292.8%
TFC vs A
+457.0%
-164.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +2.4% | -1.9% | +4.4% | +3.0% |
| 30D | -1.3% | +6.9% | -8.2% | -3.3% |
| 3M | +6.1% | +9.2% | -3.2% | +3.2% |
| 6M | +7.3% | +25.7% | -18.3% | -0.2% |
| YTD | +8.2% | +11.5% | -3.3% | +3.8% |
| 1Y | +14.4% | +18.4% | -3.9% | +7.7% |
| 3Y | +93.7% | +26.6% | +67.1% | +77.5% |
| 5Y | +16.4% | -12.8% | +29.2% | +16.5% |
| 10Y | +101.6% | +247.2% | -145.6% | +42.5% |
| All | +292.8% | +457.0% | -164.2% | +112.0% |
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 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