+172.8%
TFC vs FIVE
+868.1%
-695.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -1.1% |
| 7D | +2.4% | +4.3% | -1.8% | +1.4% |
| 30D | -1.3% | +12.5% | -13.8% | -4.2% |
| 3M | +6.1% | +31.2% | -25.2% | -0.9% |
| 6M | +7.3% | +14.4% | -7.0% | +2.7% |
| YTD | +8.2% | +33.9% | -25.7% | -0.4% |
| 1Y | +14.4% | +65.1% | -50.6% | -0.2% |
| 3Y | +93.7% | +49.0% | +44.7% | +62.9% |
| 5Y | +16.4% | +30.3% | -13.9% | -2.1% |
| 10Y | +101.6% | +481.1% | -379.5% | +22.8% |
| All | +172.8% | +868.1% | -695.3% | +51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling