+105.0%
TFC vs IP
+23.2%
+81.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -1.1% |
| 7D | +2.4% | -5.3% | +7.7% | +5.4% |
| 30D | -1.3% | -10.9% | +9.6% | +4.8% |
| 3M | +6.1% | +11.2% | -5.1% | -2.0% |
| 6M | +7.3% | -10.2% | +17.6% | +10.4% |
| YTD | +8.2% | -2.0% | +10.2% | +4.3% |
| 1Y | +14.4% | -19.1% | +33.5% | +22.1% |
| 3Y | +93.7% | +20.9% | +72.9% | +47.9% |
| 5Y | +16.4% | -17.8% | +34.2% | +14.2% |
| All | +105.0% | +23.2% | +81.8% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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