+1,464.9%
TFC vs IT
+6,253.0%
-4,788.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | +0.1% | -3.7% | +3.8% | +1.0% |
| 30D | +8.6% | -3.1% | +11.8% | +9.1% |
| 3M | -4.3% | +6.3% | -10.7% | -6.7% |
| 6M | +5.4% | +24.8% | -19.3% | -3.0% |
| YTD | +4.5% | -24.4% | +28.9% | +7.2% |
| 1Y | +14.0% | -17.1% | +31.1% | +14.1% |
| 3Y | +93.4% | -53.6% | +147.0% | +120.3% |
| 5Y | +0.5% | -42.5% | +43.0% | +7.2% |
| 10Y | +77.7% | +88.8% | -11.1% | +41.2% |
| All | +1,464.9% | +6,253.0% | -4,788.1% | +608.8% |
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