+96.7%
TFC vs IT
-51.4%
+148.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.4% | +5.3% | -1.0% |
| 7D | +2.2% | -9.1% | +11.4% | +3.7% |
| 30D | -2.5% | -7.0% | +4.5% | -1.6% |
| 3M | +4.5% | +7.6% | -3.1% | +2.4% |
| 6M | +11.0% | +2.1% | +8.8% | +9.2% |
| YTD | +5.9% | -31.6% | +37.5% | +13.8% |
| 1Y | +14.6% | -29.9% | +44.5% | +21.6% |
| 3Y | +96.7% | -51.3% | +148.0% | +139.7% |
| All | +96.7% | -51.4% | +148.1% | +139.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling