+16.2%
TFC vs IRE
-98.1%
+114.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -15.8% | +15.7% | -0.2% |
| 7D | +1.7% | -41.9% | +43.6% | +1.6% |
| 30D | +9.0% | -75.1% | +84.1% | +8.7% |
| 3M | -2.1% | -82.4% | +80.3% | -2.4% |
| 6M | +3.4% | -95.5% | +98.9% | +3.7% |
| YTD | +5.3% | -93.1% | +98.3% | +4.3% |
| 1Y | +16.2% | -97.8% | +114.0% | +15.9% |
| All | +16.2% | -98.1% | +114.3% | +15.9% |
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