-1.4%
TFC vs IP
-12.5%
+11.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +1.9% | -0.5% |
| 7D | +1.1% | -5.0% | +6.0% | +3.1% |
| 30D | +7.8% | +6.5% | +1.2% | +5.0% |
| 3M | -4.8% | -18.0% | +13.3% | +2.4% |
| 6M | +1.8% | +10.3% | -8.5% | -4.1% |
| YTD | +4.4% | -9.9% | +14.3% | +5.3% |
| 1Y | +18.0% | -1.1% | +19.0% | +13.6% |
| 3Y | +85.2% | +13.0% | +72.2% | +51.4% |
| 5Y | -1.4% | -12.3% | +10.9% | -7.9% |
| All | -1.4% | -12.5% | +11.1% | -7.9% |
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