+1,478.7%
TFC vs IT
+6,259.0%
-4,780.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +0.3% | -18.8% | +19.1% | +5.3% |
| 30D | +9.2% | -0.1% | +9.2% | +8.7% |
| 3M | -2.9% | +2.9% | -5.8% | -4.6% |
| 6M | +3.5% | +20.4% | -16.9% | -3.9% |
| YTD | +5.4% | -24.3% | +29.7% | +8.1% |
| 1Y | +17.3% | -17.2% | +34.5% | +17.5% |
| 3Y | +96.7% | -52.4% | +149.1% | +122.6% |
| 5Y | -1.1% | -43.7% | +42.6% | +6.1% |
| 10Y | +84.7% | +90.3% | -5.6% | +46.5% |
| All | +1,478.7% | +6,259.0% | -4,780.3% | +615.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling