+21.3%
TFC vs IT
-17.9%
+39.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +2.9% |
| 7D | +5.1% | -5.5% | +10.5% | +5.3% |
| 30D | +9.8% | +10.3% | -0.5% | +9.5% |
| 3M | -2.4% | +11.5% | -14.0% | -2.8% |
| 6M | +4.9% | +40.3% | -35.3% | +3.3% |
| YTD | +6.6% | -17.9% | +24.4% | +7.9% |
| 1Y | +21.3% | -8.8% | +30.1% | +19.4% |
| All | +21.3% | -17.9% | +39.2% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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