+15.5%
TFC vs FDS
-23.8%
+39.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.7% |
| 7D | -1.3% | -8.8% | +7.5% | -1.1% |
| 30D | -2.3% | -1.4% | -1.0% | -2.3% |
| 3M | +2.5% | +13.9% | -11.4% | +2.2% |
| 6M | +9.5% | +27.4% | -17.9% | +8.7% |
| YTD | +5.1% | -2.5% | +7.5% | +5.7% |
| 1Y | +15.5% | -23.8% | +39.3% | +12.8% |
| All | +15.5% | -23.8% | +39.2% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling