+18.0%
TFC vs DOC
+21.7%
-3.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | +1.1% | +6.2% | -5.2% | -0.1% |
| 30D | +7.8% | +6.5% | +1.3% | +6.4% |
| 3M | -4.8% | -6.2% | +1.5% | -3.9% |
| 6M | +1.8% | +25.6% | -23.8% | -0.9% |
| YTD | +4.4% | +32.1% | -27.7% | +0.4% |
| 1Y | +18.0% | +20.3% | -2.3% | +15.2% |
| All | +18.0% | +21.7% | -3.8% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling