+1,261.1%
TFC vs DRI
+7,978.2%
-6,717.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | +1.2% | +2.8% | -1.6% | +0.2% |
| 30D | +8.3% | +13.3% | -4.9% | +3.3% |
| 3M | -5.2% | +8.2% | -13.4% | -8.3% |
| 6M | -0.8% | +17.5% | -18.3% | -7.4% |
| YTD | +3.4% | +26.9% | -23.5% | -6.6% |
| 1Y | +17.0% | +31.6% | -14.6% | +4.0% |
| 3Y | +86.2% | +67.0% | +19.2% | +48.7% |
| 5Y | -2.3% | +72.9% | -75.2% | -23.8% |
| 10Y | +93.9% | +371.3% | -277.4% | -1.2% |
| All | +1,261.1% | +7,978.2% | -6,717.0% | +268.6% |
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 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