+95.1%
TFC vs D
+74.4%
+20.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.2% | -2.4% | +1.2% | -0.5% |
| 30D | +7.8% | +9.0% | -1.2% | +5.2% |
| 3M | -3.0% | +1.0% | -3.9% | -3.3% |
| 6M | +5.8% | +11.0% | -5.2% | +2.7% |
| YTD | +5.3% | +19.8% | -14.5% | -0.2% |
| 1Y | +15.7% | +16.0% | -0.3% | +10.5% |
| All | +95.1% | +74.4% | +20.7% | +54.4% |
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