+75.7%
TFC vs BB
+21.8%
+53.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.6% |
| 7D | +2.3% | +1.8% | +0.4% | +2.0% |
| 30D | +10.8% | +8.1% | +2.7% | +9.2% |
| 3M | -3.8% | -1.0% | -2.8% | -4.4% |
| 6M | +9.6% | +45.9% | -36.3% | +1.2% |
| YTD | +5.8% | +134.8% | -129.0% | -9.5% |
| 1Y | +16.2% | +104.6% | -88.4% | +1.2% |
| 3Y | +96.0% | +152.8% | -56.9% | +58.2% |
| 5Y | +1.7% | -17.4% | +19.1% | -6.8% |
| All | +75.7% | +21.8% | +53.9% | +14.7% |
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