+104.5%
TFC vs DRI
+60.6%
+43.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +2.4% | +0.6% | +1.8% | +2.2% |
| 30D | -1.3% | +3.8% | -5.1% | -2.7% |
| 3M | +6.1% | +13.0% | -6.9% | +1.3% |
| 6M | +7.3% | +8.3% | -1.0% | +3.8% |
| YTD | +8.2% | +20.6% | -12.4% | +0.2% |
| 1Y | +14.4% | +6.5% | +8.0% | +10.7% |
| All | +104.5% | +60.6% | +43.9% | +57.6% |
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