+857.3%
TFC vs FDS
+9,502.8%
-8,645.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.2% |
| 7D | +2.4% | -1.9% | +4.3% | +3.0% |
| 30D | -1.3% | +9.0% | -10.3% | -4.3% |
| 3M | +6.1% | +18.9% | -12.8% | -0.8% |
| 6M | +7.3% | +35.1% | -27.8% | -5.0% |
| YTD | +8.2% | +5.5% | +2.7% | +2.7% |
| 1Y | +14.4% | -16.8% | +31.2% | +16.7% |
| 3Y | +93.7% | -28.1% | +121.8% | +106.2% |
| 5Y | +16.4% | -17.4% | +33.8% | +17.4% |
| 10Y | +101.6% | +85.4% | +16.1% | +56.0% |
| All | +857.3% | +9,502.8% | -8,645.5% | +234.6% |
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