+84.7%
TFC vs IP
+31.6%
+53.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +0.3% |
| 7D | +0.3% | -3.0% | +3.3% | +2.0% |
| 30D | +9.2% | +10.6% | -1.5% | +3.0% |
| 3M | -2.9% | -13.6% | +10.7% | +4.3% |
| 6M | +3.5% | +10.4% | -6.9% | -4.9% |
| YTD | +5.4% | -6.5% | +11.9% | +3.7% |
| 1Y | +17.3% | -2.1% | +19.4% | +11.9% |
| 3Y | +96.7% | +22.0% | +74.7% | +46.8% |
| 5Y | -1.1% | -9.7% | +8.6% | -10.3% |
| 10Y | +84.7% | +26.8% | +57.9% | +21.7% |
| All | +84.7% | +31.6% | +53.1% | +21.7% |
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