+87.9%
TFC vs COMP
+309.8%
-221.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.2% | +6.1% | -0.8% |
| 7D | +1.1% | -1.8% | +2.9% | +1.3% |
| 30D | +7.8% | -0.8% | +8.5% | +7.6% |
| 3M | -4.8% | -28.1% | +23.4% | -0.5% |
| 6M | +1.8% | +27.0% | -25.2% | -3.3% |
| YTD | +4.4% | -12.8% | +17.2% | +4.0% |
| 1Y | +18.0% | +4.9% | +13.1% | +14.0% |
| All | +87.9% | +309.8% | -221.9% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling