+15.6%
TFC vs FDS
-20.4%
+36.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -1.1% |
| 7D | +2.2% | -5.4% | +7.6% | +3.6% |
| 30D | -2.5% | +1.6% | -4.1% | -3.0% |
| 3M | +4.5% | +17.7% | -13.2% | -0.4% |
| 6M | +11.0% | +29.1% | -18.1% | +1.6% |
| YTD | +5.9% | +1.0% | +4.9% | +5.3% |
| 1Y | +14.6% | -21.6% | +36.2% | +26.3% |
| 3Y | +96.7% | -30.1% | +126.8% | +125.4% |
| 5Y | +15.6% | -20.7% | +36.3% | +35.3% |
| All | +15.6% | -20.4% | +36.0% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling