+1.2%
TFC vs FGI
-74.8%
+76.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -25.2% | +26.4% | +1.5% |
| 7D | +2.3% | -14.4% | +16.7% | +2.4% |
| 30D | +10.8% | -11.8% | +22.6% | +10.9% |
| 3M | -3.8% | -46.2% | +42.5% | -3.1% |
| 6M | +9.6% | +5.2% | +4.4% | +8.3% |
| YTD | +5.8% | +10.5% | -4.7% | +3.7% |
| 1Y | +16.2% | +25.5% | -9.3% | +13.5% |
| 3Y | +96.0% | -16.0% | +112.0% | +91.3% |
| All | +1.2% | -74.8% | +76.0% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling