+93.7%
TFC vs BDX
-10.7%
+104.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.2% | +1.0% |
| 7D | -2.5% | -5.4% | +2.9% | -0.7% |
| 30D | -2.8% | -2.2% | -0.7% | -2.2% |
| 3M | +2.1% | +20.1% | -17.9% | -4.2% |
| 6M | +10.1% | +9.1% | +1.1% | +6.5% |
| YTD | +5.4% | +17.9% | -12.4% | -0.9% |
| 1Y | +16.3% | +22.1% | -5.7% | +8.0% |
| All | +93.7% | -10.7% | +104.4% | +96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling