+95.6%
TFC vs BDX
+59.3%
+36.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -2.4% | -3.2% | +0.7% | -1.2% |
| 30D | -3.4% | -2.5% | -0.8% | -2.5% |
| 3M | +0.4% | +21.4% | -21.0% | -7.2% |
| 6M | +12.7% | +10.4% | +2.3% | +7.8% |
| YTD | +5.6% | +18.8% | -13.3% | -2.1% |
| 1Y | +16.0% | +21.7% | -5.7% | +6.4% |
| 3Y | +94.0% | -10.0% | +103.9% | +97.2% |
| 5Y | +16.2% | -1.8% | +18.0% | +12.7% |
| All | +95.6% | +59.3% | +36.3% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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