+1,520.1%
TFC vs IT
+6,105.9%
-4,585.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +1.2% |
| 7D | +2.4% | -6.0% | +8.5% | +3.9% |
| 30D | -1.3% | 0.0% | -1.3% | -1.6% |
| 3M | +6.1% | +13.1% | -7.0% | +1.2% |
| 6M | +7.3% | +11.7% | -4.4% | +1.7% |
| YTD | +8.2% | -26.1% | +34.3% | +12.4% |
| 1Y | +14.4% | -21.3% | +35.7% | +16.4% |
| 3Y | +93.7% | -46.7% | +140.5% | +114.1% |
| 5Y | +16.4% | -40.5% | +56.9% | +23.9% |
| 10Y | +101.6% | +103.9% | -2.3% | +58.6% |
| All | +1,520.1% | +6,105.9% | -4,585.7% | +643.6% |
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