+94.0%
TFC vs INFY
-31.8%
+125.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | -0.3% |
| 7D | -2.4% | -5.4% | +3.0% | -0.9% |
| 30D | -3.4% | -9.9% | +6.5% | -0.6% |
| 3M | +0.4% | -4.6% | +5.0% | +1.0% |
| 6M | +12.7% | -18.5% | +31.1% | +18.6% |
| YTD | +5.6% | -36.5% | +42.1% | +20.2% |
| 1Y | +16.0% | -32.8% | +48.8% | +27.9% |
| 3Y | +94.0% | -32.2% | +126.2% | +103.4% |
| All | +94.0% | -31.8% | +125.8% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 INFY 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