+160.9%
TFC vs FIVE
+822.5%
-661.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | +8.3% | +17.7% | -9.3% | +4.3% |
| 3M | -5.2% | +4.0% | -9.1% | -6.4% |
| 6M | -0.8% | +2.6% | -3.4% | -2.6% |
| YTD | +3.4% | +27.6% | -24.1% | -3.9% |
| 1Y | +17.0% | +59.9% | -42.9% | +2.9% |
| 3Y | +86.2% | +35.8% | +50.4% | +59.9% |
| 5Y | -2.3% | +14.4% | -16.7% | -15.2% |
| 10Y | +93.9% | +576.1% | -482.2% | +16.5% |
| All | +160.9% | +822.5% | -661.6% | +46.2% |
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