+1,323.7%
TFC vs DRI
+7,577.6%
-6,254.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.9% |
| 3M | +6.1% | +13.0% | -6.9% | +0.9% |
| 6M | +7.3% | +8.3% | -1.0% | +3.5% |
| YTD | +8.2% | +20.6% | -12.4% | -0.2% |
| 1Y | +14.4% | +6.5% | +8.0% | +10.2% |
| 3Y | +93.7% | +53.7% | +40.0% | +60.1% |
| 5Y | +16.4% | +72.7% | -56.3% | -9.1% |
| 10Y | +101.6% | +363.2% | -261.6% | +3.7% |
| All | +1,323.7% | +7,577.6% | -6,254.0% | +294.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling