-1.4%
TFC vs COMP
-28.0%
+26.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.2% | +6.1% | -0.9% |
| 7D | +1.1% | -1.8% | +2.9% | +1.3% |
| 30D | +7.8% | -0.8% | +8.5% | +7.7% |
| 3M | -4.8% | -28.1% | +23.4% | -0.6% |
| 6M | +1.8% | +27.0% | -25.2% | -3.1% |
| YTD | +4.4% | -12.8% | +17.2% | +4.0% |
| 1Y | +18.0% | +4.9% | +13.1% | +14.2% |
| 3Y | +85.2% | +321.0% | -235.8% | +39.6% |
| 5Y | -1.4% | -25.6% | +24.2% | -17.9% |
| All | -1.4% | -28.0% | +26.6% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling