+2,700.2%
TFC vs BP
+1,327.5%
+1,372.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.1% |
| 7D | +2.4% | +3.9% | -1.5% | +0.8% |
| 30D | -1.3% | +7.6% | -8.9% | -4.4% |
| 3M | +6.1% | +0.7% | +5.4% | +4.9% |
| 6M | +7.3% | +15.5% | -8.2% | -0.6% |
| YTD | +8.2% | +30.8% | -22.6% | -5.3% |
| 1Y | +14.4% | +34.3% | -19.9% | -1.2% |
| 3Y | +93.7% | +35.1% | +58.7% | +63.9% |
| 5Y | +16.4% | +126.8% | -110.4% | -21.8% |
| 10Y | +101.6% | +123.4% | -21.8% | +32.0% |
| All | +2,700.2% | +1,327.5% | +1,372.7% | +1,330.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling