+73.5%
TFC vs D
+47.7%
+25.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +0.1% | -3.1% | +3.2% | +1.6% |
| 30D | +8.6% | +8.4% | +0.3% | +4.5% |
| 3M | -4.3% | +0.2% | -4.6% | -4.6% |
| 6M | +5.4% | +9.5% | -4.0% | +0.5% |
| YTD | +4.5% | +18.8% | -14.3% | -4.6% |
| 1Y | +14.0% | +14.7% | -0.7% | +5.6% |
| 3Y | +93.4% | +72.9% | +20.4% | +41.5% |
| 5Y | +0.5% | +13.1% | -12.6% | -9.4% |
| All | +73.5% | +47.7% | +25.9% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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