+96.0%
TFC vs DRI
+68.2%
+27.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +2.3% | +1.1% | +1.2% | +1.9% |
| 30D | +10.8% | +9.7% | +1.1% | +7.7% |
| 3M | -3.8% | +3.2% | -6.9% | -4.9% |
| 6M | +9.6% | +20.6% | -11.0% | +2.6% |
| YTD | +5.8% | +28.3% | -22.5% | -3.6% |
| 1Y | +16.2% | +34.5% | -18.4% | +3.9% |
| 3Y | +96.0% | +66.5% | +29.4% | +55.9% |
| All | +96.0% | +68.2% | +27.8% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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