-3.0%
TFC vs ALL
+143.1%
-146.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.5% | +1.1% |
| 7D | +1.2% | -1.9% | +3.2% | +2.1% |
| 30D | +8.3% | +13.8% | -5.4% | +2.3% |
| 3M | -5.2% | -7.0% | +1.8% | -2.4% |
| 6M | -0.8% | +18.0% | -18.8% | -9.0% |
| YTD | +3.4% | +24.2% | -20.8% | -7.9% |
| 1Y | +17.0% | +31.2% | -14.2% | +1.3% |
| 3Y | +86.2% | +107.5% | -21.4% | +22.1% |
| All | -3.0% | +143.1% | -146.1% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling