+73.8%
TFC vs BP
+141.1%
-67.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | +1.2% | +2.6% | -1.4% | 0.0% |
| 30D | +9.7% | -6.4% | +16.0% | +12.6% |
| 3M | -4.8% | +8.0% | -12.8% | -9.1% |
| 6M | +8.4% | +6.0% | +2.4% | +3.4% |
| YTD | +4.7% | +36.5% | -31.8% | -14.0% |
| 1Y | +15.0% | +31.7% | -16.7% | -4.0% |
| 3Y | +93.9% | +48.6% | +45.4% | +48.2% |
| 5Y | +0.6% | +111.7% | -111.0% | -39.3% |
| All | +73.8% | +141.1% | -67.3% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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