+2,657.9%
TFC vs IP
+345.0%
+2,312.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.4% | +2.3% |
| 7D | +5.1% | +3.4% | +1.7% | +3.5% |
| 30D | +9.8% | +11.2% | -1.4% | +4.8% |
| 3M | -2.4% | -14.8% | +12.3% | +3.7% |
| 6M | +4.9% | +17.3% | -12.4% | -3.8% |
| YTD | +6.6% | -6.2% | +12.7% | +5.6% |
| 1Y | +21.3% | +2.3% | +19.0% | +15.5% |
| 3Y | +89.0% | +17.7% | +71.4% | +62.6% |
| 5Y | +1.5% | -8.4% | +9.9% | -3.0% |
| 10Y | +99.8% | +32.1% | +67.7% | +63.8% |
| All | +2,657.9% | +345.0% | +2,312.9% | +1,317.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling