+831.5%
TFC vs FDS
+10,266.7%
-9,435.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.7% | -2.0% | +3.7% | +2.4% |
| 30D | +9.0% | +13.5% | -4.5% | +4.5% |
| 3M | -2.1% | +15.2% | -17.3% | -7.2% |
| 6M | +3.4% | +47.0% | -43.7% | -10.8% |
| YTD | +5.3% | +13.9% | -8.6% | -3.0% |
| 1Y | +16.2% | +25.2% | -9.0% | +3.4% |
| 3Y | +94.8% | -25.3% | +120.1% | +103.9% |
| 5Y | -0.7% | -23.3% | +22.6% | +2.3% |
| 10Y | +80.9% | +126.0% | -45.2% | +31.2% |
| All | +831.5% | +10,266.7% | -9,435.1% | +216.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling