+15.6%
TFC vs BAX
-67.0%
+82.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.6% | -1.1% |
| 7D | +2.2% | -2.4% | +4.7% | +2.9% |
| 30D | -2.5% | -9.7% | +7.2% | +0.2% |
| 3M | +4.5% | +29.3% | -24.7% | -3.4% |
| 6M | +11.0% | +40.7% | -29.7% | -0.2% |
| YTD | +5.9% | +30.3% | -24.4% | -3.3% |
| 1Y | +14.6% | +3.4% | +11.2% | +10.9% |
| 3Y | +96.7% | -32.0% | +128.7% | +110.8% |
| 5Y | +15.6% | -66.9% | +82.4% | +53.7% |
| All | +15.6% | -67.0% | +82.6% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling