+14.0%
TFC vs BLK
+32.0%
-18.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -1.0% |
| 7D | -2.4% | -3.3% | +0.9% | -0.1% |
| 30D | -3.4% | -6.5% | +3.2% | +1.1% |
| 3M | +0.4% | +6.7% | -6.3% | -4.9% |
| 6M | +12.7% | +14.7% | -2.1% | +0.7% |
| YTD | +5.6% | +2.5% | +3.1% | +1.7% |
| 1Y | +16.0% | -2.8% | +18.8% | +15.9% |
| 3Y | +94.0% | +65.9% | +28.1% | +28.9% |
| All | +14.0% | +32.0% | -18.0% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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