+14.5%
TFC vs IT
-45.7%
+60.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | -1.3% | -9.1% | +7.8% | +0.8% |
| 30D | -2.3% | -12.2% | +9.8% | +0.3% |
| 3M | +2.5% | +7.8% | -5.3% | -0.9% |
| 6M | +9.5% | +2.0% | +7.5% | +6.4% |
| YTD | +5.1% | -32.7% | +37.8% | +14.8% |
| 1Y | +15.5% | -31.1% | +46.6% | +24.3% |
| 3Y | +95.2% | -52.1% | +147.2% | +135.1% |
| 5Y | +14.5% | -46.3% | +60.8% | +26.7% |
| All | +14.5% | -45.7% | +60.2% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling