+96.0%
TFC vs BP
+51.6%
+44.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | +2.3% | +3.8% | -1.5% | +1.7% |
| 30D | +10.8% | -5.3% | +16.1% | +11.6% |
| 3M | -3.8% | +9.3% | -13.0% | -5.5% |
| 6M | +9.6% | +7.2% | +2.4% | +7.7% |
| YTD | +5.8% | +38.0% | -32.3% | -5.0% |
| 1Y | +16.2% | +33.2% | -17.0% | +5.5% |
| 3Y | +96.0% | +50.3% | +45.7% | +69.7% |
| All | +96.0% | +51.6% | +44.4% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling