+29.8%
TFC vs BIYA
-99.9%
+129.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -0.2% |
| 7D | +1.7% | -4.1% | +5.8% | +1.7% |
| 30D | +9.0% | -35.5% | +44.5% | +9.3% |
| 3M | -2.1% | -56.3% | +54.2% | -1.7% |
| 6M | +3.4% | -88.7% | +92.0% | +3.6% |
| YTD | +5.3% | -97.0% | +102.2% | +6.5% |
| 1Y | +16.2% | -98.7% | +114.9% | +19.6% |
| All | +29.8% | -99.9% | +129.7% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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