+14.0%
TFC vs ALL
+31.1%
-17.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -1.1% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +8.6% | +12.8% | -4.2% | +6.1% |
| 3M | -4.3% | +4.7% | -9.0% | -5.4% |
| 6M | +5.4% | +24.9% | -19.5% | +0.2% |
| YTD | +4.5% | +30.0% | -25.5% | -1.8% |
| 1Y | +14.0% | +29.9% | -15.9% | +7.2% |
| All | +14.0% | +31.1% | -17.1% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling