+0.8%
TFC vs FGI
-70.0%
+70.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.9% |
| 7D | +0.3% | -1.4% | +1.7% | +0.3% |
| 30D | +9.2% | -3.2% | +12.4% | +9.2% |
| 3M | -2.9% | +64.1% | -67.0% | -4.4% |
| 6M | +3.5% | +17.2% | -13.7% | +2.2% |
| YTD | +5.4% | +31.6% | -26.1% | +3.2% |
| 1Y | +17.3% | +45.1% | -27.8% | +14.4% |
| 3Y | +96.7% | -2.0% | +98.6% | +91.8% |
| All | +0.8% | -70.0% | +70.8% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling