+14.6%
TFC vs IR
-7.1%
+21.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.5% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | -2.5% | -13.6% | +11.1% | +2.9% |
| 3M | +4.5% | +3.7% | +0.9% | +2.2% |
| 6M | +11.0% | -13.1% | +24.0% | +16.2% |
| YTD | +5.9% | -5.1% | +11.0% | +7.1% |
| 1Y | +14.6% | -6.5% | +21.0% | +14.4% |
| All | +14.6% | -7.1% | +21.7% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling