+2,624.8%
TFC vs BAX
+920.2%
+1,704.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | +7.8% | +6.3% | +1.5% | +5.4% |
| 3M | -3.0% | -4.6% | +1.6% | -2.0% |
| 6M | +5.8% | +50.4% | -44.6% | -8.0% |
| YTD | +5.3% | +38.0% | -32.7% | -7.0% |
| 1Y | +15.7% | +44.6% | -28.9% | +0.5% |
| 3Y | +94.8% | -15.1% | +109.9% | +94.1% |
| 5Y | 0.0% | -63.3% | +63.3% | +27.8% |
| 10Y | +79.0% | -34.4% | +113.4% | +92.1% |
| All | +2,624.8% | +920.2% | +1,704.6% | +1,698.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling