+96.7%
TFC vs FDS
-24.3%
+121.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +0.3% | -5.0% | +5.3% | +1.0% |
| 30D | +9.2% | +13.8% | -4.6% | +7.2% |
| 3M | -2.9% | +14.8% | -17.7% | -4.9% |
| 6M | +3.5% | +47.4% | -43.9% | -3.1% |
| YTD | +5.4% | +14.2% | -8.7% | +5.0% |
| 1Y | +17.3% | +26.6% | -9.3% | +12.4% |
| 3Y | +96.7% | -24.4% | +121.1% | +124.7% |
| All | +96.7% | -24.3% | +121.0% | +124.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling