+75.7%
TFC vs BG
+111.0%
-35.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.6% |
| 7D | +2.3% | +2.6% | -0.3% | +1.3% |
| 30D | +10.8% | -6.7% | +17.5% | +13.6% |
| 3M | -3.8% | -9.3% | +5.5% | -0.8% |
| 6M | +9.6% | -18.3% | +27.9% | +16.8% |
| YTD | +5.8% | +16.2% | -10.4% | -3.8% |
| 1Y | +16.2% | +7.6% | +8.6% | +9.1% |
| 3Y | +96.0% | +6.6% | +89.4% | +79.1% |
| 5Y | +1.7% | +22.2% | -20.5% | -16.3% |
| All | +75.7% | +111.0% | -35.3% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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