+104.9%
TFC vs D
+34.8%
+70.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +2.4% | +1.5% | +1.0% | +1.7% |
| 30D | -1.3% | -2.6% | +1.3% | -0.1% |
| 3M | +6.1% | 0.0% | +6.1% | +5.9% |
| 6M | +7.3% | +7.4% | 0.0% | +3.3% |
| YTD | +8.2% | +15.9% | -7.7% | +0.2% |
| 1Y | +14.4% | +18.1% | -3.7% | +4.7% |
| 3Y | +93.7% | +58.4% | +35.3% | +49.0% |
| 5Y | +16.4% | +5.2% | +11.2% | +9.0% |
| All | +104.9% | +34.8% | +70.1% | +89.5% |
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