+95.6%
TFC vs BR
+189.7%
-94.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -2.4% | -3.0% | +0.6% | -0.9% |
| 30D | -3.4% | -0.3% | -3.1% | -3.5% |
| 3M | +0.4% | +17.3% | -16.9% | -8.4% |
| 6M | +12.7% | -6.7% | +19.4% | +15.2% |
| YTD | +5.6% | -23.4% | +29.0% | +19.5% |
| 1Y | +16.0% | -32.7% | +48.7% | +41.3% |
| 3Y | +94.0% | -5.9% | +99.9% | +92.6% |
| 5Y | +16.2% | +8.4% | +7.7% | +3.5% |
| All | +95.6% | +189.7% | -94.1% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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