+86.2%
TFC vs FIVE
+34.8%
+51.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | +8.3% | +17.7% | -9.3% | +5.8% |
| 3M | -5.2% | +4.0% | -9.1% | -6.0% |
| 6M | -0.8% | +2.6% | -3.4% | -1.8% |
| YTD | +3.4% | +27.6% | -24.1% | -1.2% |
| 1Y | +17.0% | +59.9% | -42.9% | +7.9% |
| 3Y | +86.2% | +35.8% | +50.4% | +53.0% |
| All | +86.2% | +34.8% | +51.3% | +53.0% |
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