-3.0%
TFC vs DRI
+74.0%
-77.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | +1.2% | +2.8% | -1.6% | +0.1% |
| 30D | +8.3% | +13.3% | -4.9% | +3.0% |
| 3M | -5.2% | +8.2% | -13.4% | -8.6% |
| 6M | -0.8% | +17.5% | -18.3% | -8.0% |
| YTD | +3.4% | +26.9% | -23.5% | -7.9% |
| 1Y | +17.0% | +31.6% | -14.6% | +2.3% |
| 3Y | +86.2% | +67.0% | +19.2% | +42.0% |
| All | -3.0% | +74.0% | -77.0% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling