+2,700.2%
TFC vs BDX
+5,351.6%
-2,651.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | +2.4% | -2.5% | +4.9% | +3.2% |
| 30D | -1.3% | +8.3% | -9.6% | -3.8% |
| 3M | +6.1% | +24.4% | -18.3% | -1.1% |
| 6M | +7.3% | +9.2% | -1.8% | +4.0% |
| YTD | +8.2% | +22.7% | -14.5% | +1.0% |
| 1Y | +14.4% | +25.9% | -11.4% | +5.9% |
| 3Y | +93.7% | -10.5% | +104.2% | +96.4% |
| 5Y | +16.4% | +1.9% | +14.5% | +12.8% |
| 10Y | +101.6% | +58.7% | +42.9% | +68.3% |
| All | +2,700.2% | +5,351.6% | -2,651.4% | +1,082.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling