+17.3%
TFC vs IP
-17.2%
+34.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.8% |
| 7D | +2.4% | -5.3% | +7.7% | +4.6% |
| 30D | -1.3% | -10.9% | +9.6% | +3.1% |
| 3M | +6.1% | +11.2% | -5.1% | +0.3% |
| 6M | +7.3% | -10.2% | +17.6% | +10.3% |
| YTD | +8.2% | -2.0% | +10.2% | +5.9% |
| 1Y | +14.4% | -19.1% | +33.5% | +21.5% |
| 3Y | +93.7% | +20.9% | +72.9% | +56.3% |
| All | +17.3% | -17.2% | +34.5% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling