+2,628.6%
TFC vs BAX
+922.9%
+1,705.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.2% |
| 7D | +0.3% | +9.0% | -8.7% | -2.4% |
| 30D | +9.2% | +8.5% | +0.7% | +6.1% |
| 3M | -2.9% | -4.1% | +1.2% | -2.1% |
| 6M | +3.5% | +46.9% | -43.4% | -9.4% |
| YTD | +5.4% | +38.4% | -33.0% | -7.0% |
| 1Y | +17.3% | +47.0% | -29.7% | +1.4% |
| 3Y | +96.7% | -14.9% | +111.6% | +95.9% |
| 5Y | -1.1% | -62.5% | +61.4% | +25.5% |
| 10Y | +84.7% | -33.9% | +118.6% | +97.8% |
| All | +2,628.6% | +922.9% | +1,705.7% | +1,699.0% |
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