+16.2%
TFC vs FIVE
+63.0%
-46.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.7% | +7.3% | -5.6% | +0.8% |
| 30D | +9.0% | +18.1% | -9.1% | +6.9% |
| 3M | -2.1% | +7.7% | -9.8% | -3.2% |
| 6M | +3.4% | +13.6% | -10.3% | +1.4% |
| YTD | +5.3% | +34.6% | -29.3% | -1.1% |
| 1Y | +16.2% | +66.2% | -50.1% | +3.9% |
| All | +16.2% | +63.0% | -46.8% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling