+0.7%
TFC vs FGI
-70.0%
+70.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.7% | -4.1% | +5.8% | +1.8% |
| 30D | +9.0% | -3.4% | +12.4% | +9.0% |
| 3M | -2.1% | +61.8% | -63.9% | -3.6% |
| 6M | +3.4% | +17.0% | -13.7% | +2.1% |
| YTD | +5.3% | +31.4% | -26.1% | +3.1% |
| 1Y | +16.2% | +42.7% | -26.5% | +13.3% |
| 3Y | +94.8% | -0.1% | +94.9% | +89.9% |
| All | +0.7% | -70.0% | +70.7% | -1.8% |
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