+95.6%
TFC vs BBY
+252.7%
-157.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -2.9% | -1.0% |
| 7D | -2.4% | +0.6% | -3.0% | -2.7% |
| 30D | -3.4% | +9.4% | -12.8% | -6.8% |
| 3M | +0.4% | +19.3% | -18.9% | -6.5% |
| 6M | +12.7% | +47.9% | -35.2% | -4.5% |
| YTD | +5.6% | +39.6% | -34.0% | -8.8% |
| 1Y | +16.0% | +22.2% | -6.2% | +4.9% |
| 3Y | +94.0% | +45.0% | +49.0% | +57.0% |
| 5Y | +16.2% | +2.6% | +13.6% | +3.8% |
| All | +95.6% | +252.7% | -157.1% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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