+96.6%
TFC vs ALL
+150.1%
-53.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | -1.3% | -1.5% | +0.2% | -1.0% |
| 3M | +6.1% | +23.6% | -17.6% | -1.6% |
| 6M | +7.3% | +22.3% | -15.0% | -0.3% |
| YTD | +8.2% | +26.5% | -18.3% | -0.9% |
| 1Y | +14.4% | +27.0% | -12.6% | +4.5% |
| All | +96.6% | +150.1% | -53.4% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling