+86.2%
TFC vs IP
+13.9%
+72.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.2% |
| 7D | +1.2% | -5.1% | +6.3% | +2.7% |
| 30D | +8.3% | +8.5% | -0.2% | +5.8% |
| 3M | -5.2% | -13.8% | +8.7% | -1.4% |
| 6M | -0.8% | +5.7% | -6.5% | -3.6% |
| YTD | +3.4% | -9.1% | +12.6% | +4.2% |
| 1Y | +17.0% | -0.8% | +17.8% | +14.2% |
| 3Y | +86.2% | +14.8% | +71.4% | +73.8% |
| All | +86.2% | +13.9% | +72.3% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling