+255.2%
TFC vs BG
+1,131.5%
-876.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | +2.4% | +2.8% | -0.4% | +1.5% |
| 30D | -1.3% | +12.0% | -13.3% | -5.0% |
| 3M | +6.1% | -7.7% | +13.8% | +8.2% |
| 6M | +7.3% | +4.5% | +2.8% | +4.4% |
| YTD | +8.2% | +35.7% | -27.5% | -3.6% |
| 1Y | +14.4% | +50.1% | -35.6% | -2.2% |
| 3Y | +93.7% | +12.6% | +81.1% | +78.9% |
| 5Y | +16.4% | +75.4% | -59.0% | -9.1% |
| 10Y | +101.6% | +150.5% | -48.9% | +34.1% |
| All | +255.2% | +1,131.5% | -876.3% | +82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling