+3.5%
TFC vs FGI
-70.4%
+73.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.5% | 0.0% |
| 7D | +2.4% | +0.5% | +1.9% | +2.4% |
| 30D | -1.3% | +65.4% | -66.7% | -2.8% |
| 3M | +6.1% | +23.5% | -17.4% | +4.8% |
| 6M | +7.3% | +60.5% | -53.2% | +4.9% |
| YTD | +8.2% | +30.0% | -21.8% | +6.0% |
| 1Y | +14.4% | +82.1% | -67.6% | +10.8% |
| 3Y | +93.7% | -4.4% | +98.1% | +89.2% |
| All | +3.5% | -70.4% | +73.8% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling