+17.5%
TFC vs IRE
-97.2%
+114.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +39.6% | -40.5% | -0.8% |
| 7D | +1.2% | -27.2% | +28.4% | +1.2% |
| 30D | +8.3% | -75.1% | +83.5% | +8.3% |
| 3M | -5.2% | -77.9% | +72.7% | -5.2% |
| 6M | -0.8% | -94.6% | +93.8% | -0.3% |
| YTD | +3.4% | -91.5% | +95.0% | +2.7% |
| 1Y | +17.0% | -97.8% | +114.8% | +17.2% |
| All | +17.5% | -97.2% | +114.7% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling