+70.6%
TFC vs IR
+334.2%
-263.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | +0.1% | +4.3% | -4.2% | -2.1% |
| 30D | +8.6% | +8.1% | +0.6% | +3.8% |
| 3M | -4.3% | +0.7% | -5.0% | -5.3% |
| 6M | +5.4% | +16.6% | -11.2% | -4.4% |
| YTD | +4.5% | +7.8% | -3.3% | -2.1% |
| 1Y | +14.0% | +9.9% | +4.1% | +5.4% |
| 3Y | +93.4% | +25.2% | +68.1% | +62.1% |
| 5Y | +0.5% | +46.8% | -46.3% | -24.0% |
| All | +70.6% | +334.2% | -263.6% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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