+2,700.2%
TFC vs BAX
+900.4%
+1,799.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | +2.4% | -1.1% | +3.6% | +2.8% |
| 30D | -1.3% | -5.5% | +4.1% | +0.4% |
| 3M | +6.1% | +33.5% | -27.5% | -3.8% |
| 6M | +7.3% | +35.9% | -28.5% | -3.6% |
| YTD | +8.2% | +35.4% | -27.2% | -3.4% |
| 1Y | +14.4% | +9.8% | +4.7% | +8.2% |
| 3Y | +93.7% | -32.7% | +126.4% | +108.0% |
| 5Y | +16.4% | -65.6% | +81.9% | +52.2% |
| 10Y | +101.6% | -34.9% | +136.5% | +117.5% |
| All | +2,700.2% | +900.4% | +1,799.7% | +1,766.9% |
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