+93.0%
TFC vs BB
+133.1%
-40.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.4% |
| 7D | +1.2% | +3.8% | -2.6% | +0.8% |
| 30D | +8.3% | -0.3% | +8.7% | +8.0% |
| 3M | -5.2% | -0.5% | -4.7% | -5.7% |
| 6M | -0.8% | +45.9% | -46.7% | -7.3% |
| YTD | +3.4% | +130.6% | -127.2% | -9.7% |
| 1Y | +17.0% | +89.2% | -72.2% | +4.6% |
| All | +93.0% | +133.1% | -40.1% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling