+2,602.0%
TFC vs D
+2,488.7%
+113.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.0% |
| 7D | +1.1% | +6.9% | -5.9% | -2.0% |
| 30D | +7.8% | +12.3% | -4.6% | +2.1% |
| 3M | -4.8% | +3.0% | -7.8% | -6.2% |
| 6M | +1.8% | +12.8% | -11.0% | -4.2% |
| YTD | +4.4% | +22.6% | -18.1% | -5.8% |
| 1Y | +18.0% | +21.7% | -3.7% | +6.6% |
| 3Y | +85.2% | +83.9% | +1.3% | +34.5% |
| 5Y | -1.4% | +14.0% | -15.3% | -11.2% |
| 10Y | +95.7% | +45.6% | +50.1% | +54.0% |
| All | +2,602.0% | +2,488.7% | +113.4% | +733.1% |
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