+95.1%
TFC vs FIVE
+42.3%
+52.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | +7.8% | +17.4% | -9.6% | +5.3% |
| 3M | -3.0% | +7.0% | -10.0% | -4.2% |
| 6M | +5.8% | +20.5% | -14.6% | +2.2% |
| YTD | +5.3% | +33.1% | -27.8% | -0.1% |
| 1Y | +15.7% | +67.1% | -51.4% | +6.0% |
| All | +95.1% | +42.3% | +52.8% | +60.6% |
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