+0.8%
TFC vs IR
+46.0%
-45.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | +2.3% | +2.5% | -0.3% | +0.9% |
| 30D | +10.8% | +9.2% | +1.6% | +5.3% |
| 3M | -3.8% | +0.9% | -4.7% | -4.8% |
| 6M | +9.6% | +19.2% | -9.7% | -2.2% |
| YTD | +5.8% | +7.5% | -1.7% | -1.0% |
| 1Y | +16.2% | +11.7% | +4.4% | +6.0% |
| 3Y | +96.0% | +23.9% | +72.1% | +59.7% |
| All | +0.8% | +46.0% | -45.2% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling