+96.6%
TFC vs FIVE
+50.0%
+46.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -0.7% |
| 7D | +2.4% | +4.3% | -1.8% | +1.7% |
| 30D | -1.3% | +12.5% | -13.8% | -3.2% |
| 3M | +6.1% | +31.2% | -25.2% | +1.5% |
| 6M | +7.3% | +14.4% | -7.0% | +4.4% |
| YTD | +8.2% | +33.9% | -25.7% | +2.5% |
| 1Y | +14.4% | +65.1% | -50.6% | +4.6% |
| All | +96.6% | +50.0% | +46.6% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling