+98.6%
TFC vs BUD
-23.5%
+122.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.4% | -1.7% |
| 7D | +2.2% | +0.8% | +1.5% | +1.9% |
| 30D | -2.5% | -4.8% | +2.3% | -0.2% |
| 3M | +4.5% | +1.4% | +3.2% | +3.5% |
| 6M | +11.0% | +9.9% | +1.1% | +5.1% |
| YTD | +5.9% | +26.3% | -20.5% | -7.2% |
| 1Y | +14.6% | +36.1% | -21.6% | -3.6% |
| 3Y | +96.7% | +48.6% | +48.1% | +52.9% |
| 5Y | +15.6% | +45.0% | -29.4% | -10.9% |
| 10Y | +98.6% | -23.1% | +121.7% | +52.5% |
| All | +98.6% | -23.5% | +122.1% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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