+15.7%
TFC vs COMP
+16.3%
-0.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.4% |
| 7D | -1.2% | +2.2% | -3.4% | -1.6% |
| 30D | +7.8% | +16.3% | -8.6% | +5.2% |
| 3M | -3.0% | -19.1% | +16.2% | -0.9% |
| 6M | +5.8% | +17.1% | -11.3% | +2.3% |
| YTD | +5.3% | -2.9% | +8.2% | +4.7% |
| 1Y | +15.7% | +8.8% | +6.9% | +14.3% |
| All | +15.7% | +16.3% | -0.7% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling