+80.9%
TFC vs BB
+28.9%
+52.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | +1.7% | +11.6% | -9.9% | +0.1% |
| 30D | +9.0% | +2.6% | +6.4% | +8.2% |
| 3M | -2.1% | +3.5% | -5.6% | -3.4% |
| 6M | +3.4% | +43.5% | -40.1% | -4.2% |
| YTD | +5.3% | +141.2% | -135.9% | -10.3% |
| 1Y | +16.2% | +97.4% | -81.2% | +1.7% |
| 3Y | +94.8% | +151.1% | -56.3% | +57.4% |
| 5Y | -0.7% | -12.8% | +12.1% | -9.7% |
| 10Y | +80.9% | +27.5% | +53.4% | +17.7% |
| All | +80.9% | +28.9% | +52.0% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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