+299.3%
TFC vs BB
+258.8%
+40.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.4% | -5.6% | +8.1% | +3.1% |
| 30D | -1.3% | -11.8% | +10.5% | -0.1% |
| 3M | +6.1% | -25.5% | +31.6% | +8.6% |
| 6M | +7.3% | +121.3% | -113.9% | -3.3% |
| YTD | +8.2% | +103.2% | -95.0% | -1.6% |
| 1Y | +14.4% | +102.6% | -88.2% | +3.6% |
| 3Y | +93.7% | +37.5% | +56.2% | +77.1% |
| 5Y | +16.4% | -30.4% | +46.8% | +11.8% |
| 10Y | +101.6% | 0.0% | +101.6% | +68.2% |
| All | +299.3% | +258.8% | +40.5% | +207.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling