+86.2%
TFC vs D
+79.5%
+6.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | +1.2% | +3.0% | -1.8% | +0.4% |
| 30D | +8.3% | +11.5% | -3.2% | +5.0% |
| 3M | -5.2% | +3.7% | -8.9% | -6.2% |
| 6M | -0.8% | +13.5% | -14.3% | -4.4% |
| YTD | +3.4% | +20.7% | -17.3% | -2.3% |
| 1Y | +17.0% | +18.2% | -1.2% | +11.1% |
| 3Y | +86.2% | +73.3% | +12.9% | +48.6% |
| All | +86.2% | +79.5% | +6.6% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling