+97.2%
TFC vs BP
+132.0%
-34.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.6% |
| 7D | -1.3% | +4.0% | -5.3% | -3.2% |
| 30D | -2.3% | +7.8% | -10.2% | -6.1% |
| 3M | +2.5% | +8.4% | -5.9% | -2.4% |
| 6M | +9.5% | +15.1% | -5.6% | -0.2% |
| YTD | +5.1% | +36.4% | -31.4% | -13.1% |
| 1Y | +15.5% | +40.9% | -25.4% | -6.5% |
| 3Y | +95.2% | +38.8% | +56.3% | +55.4% |
| 5Y | +14.5% | +141.1% | -126.6% | -35.6% |
| 10Y | +97.2% | +133.9% | -36.7% | +6.1% |
| All | +97.2% | +132.0% | -34.8% | +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