+79.0%
TFC vs ALL
+371.2%
-292.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.3% |
| 7D | -1.2% | -2.6% | +1.4% | +0.4% |
| 30D | +7.8% | +12.7% | -5.0% | -0.6% |
| 3M | -3.0% | +0.4% | -3.4% | -3.7% |
| 6M | +5.8% | +23.8% | -18.0% | -9.9% |
| YTD | +5.3% | +27.8% | -22.5% | -13.0% |
| 1Y | +15.7% | +28.9% | -13.2% | -5.2% |
| 3Y | +94.8% | +113.9% | -19.1% | +4.5% |
| 5Y | 0.0% | +157.4% | -157.3% | -56.0% |
| 10Y | +79.0% | +369.0% | -290.0% | -47.0% |
| All | +79.0% | +371.2% | -292.1% | -47.0% |
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