+96.6%
TFC vs IR
+9.5%
+87.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.5% |
| 7D | +2.4% | -2.8% | +5.2% | +3.8% |
| 30D | -1.3% | -15.1% | +13.8% | +6.8% |
| 3M | +6.1% | +6.1% | 0.0% | +2.0% |
| 6M | +7.3% | -16.8% | +24.1% | +16.5% |
| YTD | +8.2% | -3.5% | +11.7% | +8.1% |
| 1Y | +14.4% | -3.5% | +17.9% | +13.7% |
| All | +96.6% | +9.5% | +87.2% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling