+0.8%
TFC vs BDX
+27.1%
-26.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | +2.3% | +2.9% | -0.6% | +1.2% |
| 30D | +10.8% | +15.4% | -4.6% | +4.9% |
| 3M | -3.8% | +20.5% | -24.3% | -10.5% |
| 6M | +9.6% | +53.2% | -43.6% | -7.4% |
| YTD | +5.8% | +45.7% | -39.9% | -9.3% |
| 1Y | +16.2% | +47.3% | -31.1% | -0.8% |
| 3Y | +96.0% | +25.1% | +70.9% | +75.5% |
| All | +0.8% | +27.1% | -26.3% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling