+18.6%
TFC vs IRE
-98.0%
+116.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -33.9% | +31.9% | -2.1% |
| 7D | +1.1% | -57.1% | +58.2% | +0.9% |
| 30D | +7.8% | -84.4% | +92.2% | +7.5% |
| 3M | -4.8% | -85.0% | +80.2% | -5.0% |
| 6M | +1.8% | -95.2% | +97.1% | +2.1% |
| YTD | +4.4% | -93.9% | +98.3% | +3.6% |
| 1Y | +18.0% | -98.8% | +116.8% | +18.2% |
| All | +18.6% | -98.0% | +116.6% | +18.1% |
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