+2,700.2%
TFC vs D
+2,347.4%
+352.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.7% |
| 7D | +2.4% | +0.4% | +2.0% | +2.2% |
| 30D | -1.3% | -3.6% | +2.3% | +0.3% |
| 3M | +6.1% | -1.0% | +7.1% | +6.4% |
| 6M | +7.3% | +6.3% | +1.1% | +3.7% |
| YTD | +8.2% | +14.7% | -6.5% | +0.8% |
| 1Y | +14.4% | +16.9% | -2.5% | +5.3% |
| 3Y | +93.7% | +56.8% | +36.9% | +51.8% |
| 5Y | +16.4% | +5.2% | +11.2% | +8.6% |
| 10Y | +101.6% | +35.9% | +65.7% | +63.6% |
| All | +2,700.2% | +2,347.4% | +352.8% | +786.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling