+98.6%
TFC vs ALL
+355.7%
-257.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.2% | -0.6% |
| 7D | +2.2% | -1.7% | +4.0% | +3.4% |
| 30D | -2.5% | -4.7% | +2.2% | +0.5% |
| 3M | +4.5% | +18.4% | -13.8% | -7.6% |
| 6M | +11.0% | +20.5% | -9.5% | -3.7% |
| YTD | +5.9% | +23.5% | -17.6% | -10.2% |
| 1Y | +14.6% | +29.0% | -14.4% | -6.1% |
| 3Y | +96.7% | +153.7% | -57.0% | -7.8% |
| 5Y | +15.6% | +114.8% | -99.2% | -40.7% |
| 10Y | +98.6% | +356.1% | -257.5% | -40.2% |
| All | +98.6% | +355.7% | -257.1% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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