+80.9%
TFC vs BAX
-34.5%
+115.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | +1.7% | +3.6% | -1.9% | +0.4% |
| 30D | +9.0% | +8.5% | +0.5% | +5.4% |
| 3M | -2.1% | -4.9% | +2.7% | -0.9% |
| 6M | +3.4% | +47.0% | -43.6% | -11.8% |
| YTD | +5.3% | +38.4% | -33.2% | -9.4% |
| 1Y | +16.2% | +49.1% | -33.0% | -3.1% |
| 3Y | +94.8% | -14.9% | +109.7% | +93.7% |
| 5Y | -0.7% | -63.1% | +62.5% | +43.6% |
| 10Y | +80.9% | -35.6% | +116.5% | +143.7% |
| All | +80.9% | -34.5% | +115.4% | +143.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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