+21.3%
TFC vs IRE
-97.6%
+118.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -23.2% | +26.2% | +2.8% |
| 7D | +5.1% | -46.8% | +51.9% | +4.9% |
| 30D | +9.8% | -75.5% | +85.3% | +9.6% |
| 3M | -2.4% | -79.4% | +77.0% | -2.7% |
| 6M | +4.9% | -91.3% | +96.2% | +5.0% |
| YTD | +6.6% | -90.8% | +97.4% | +5.8% |
| 1Y | +21.3% | -97.7% | +119.0% | +21.4% |
| All | +21.3% | -97.6% | +118.9% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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