+8.1%
TFC vs COMP
-52.0%
+60.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.7% | -11.7% | -2.4% |
| 7D | +1.2% | +13.4% | -12.2% | -0.7% |
| 30D | +8.3% | +11.1% | -2.8% | +6.4% |
| 3M | -5.2% | -18.8% | +13.7% | -2.9% |
| 6M | -0.8% | +10.5% | -11.3% | -3.3% |
| YTD | +3.4% | -3.4% | +6.8% | +1.5% |
| 1Y | +17.0% | +19.7% | -2.7% | +11.2% |
| 3Y | +86.2% | +381.6% | -295.4% | +38.9% |
| 5Y | -2.3% | -17.6% | +15.3% | -20.2% |
| All | +8.1% | -52.0% | +60.0% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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