+84.7%
TFC vs GEN
+166.9%
-82.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | +9.2% | +28.2% | -19.0% | +2.3% |
| 3M | -2.9% | +2.6% | -5.5% | -4.3% |
| 6M | +3.5% | +32.7% | -29.2% | -5.1% |
| YTD | +5.4% | +11.3% | -5.8% | +0.6% |
| 1Y | +17.3% | +17.9% | -0.6% | +10.2% |
| 3Y | +96.7% | +66.3% | +30.3% | +68.5% |
| 5Y | -1.1% | +31.7% | -32.8% | -12.5% |
| 10Y | +84.7% | +150.0% | -65.3% | +43.1% |
| All | +84.7% | +166.9% | -82.1% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 10y: compounded portfolio wealth divided by compounded GEN 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…
10y analysis · Full analysis span regression · 6 months rolling