+159.9%
TFC vs BR
+1,321.0%
-1,161.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.4% | +2.0% |
| 7D | +2.4% | -5.3% | +7.7% | +5.5% |
| 30D | -1.3% | +6.4% | -7.7% | -5.1% |
| 3M | +6.1% | +13.6% | -7.6% | -2.4% |
| 6M | +7.3% | -6.7% | +14.0% | +9.3% |
| YTD | +8.2% | -21.1% | +29.3% | +20.6% |
| 1Y | +14.4% | -29.6% | +44.0% | +36.2% |
| 3Y | +93.7% | -2.4% | +96.1% | +88.1% |
| 5Y | +16.4% | +11.2% | +5.2% | +1.9% |
| 10Y | +101.6% | +191.8% | -90.2% | -4.6% |
| All | +159.9% | +1,321.0% | -1,161.1% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling