+48.5%
TFC vs KEEL
+294.5%
-246.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.6% | 0.0% |
| 7D | -2.4% | +2.9% | -5.3% | -2.6% |
| 30D | -3.4% | +0.8% | -4.2% | -3.6% |
| 3M | +0.4% | -35.3% | +35.8% | +1.7% |
| 6M | +12.7% | +59.4% | -46.7% | +8.5% |
| YTD | +5.6% | +51.9% | -46.3% | +1.4% |
| 1Y | +16.0% | +75.0% | -59.0% | +9.2% |
| 3Y | +94.0% | +224.5% | -130.6% | +71.4% |
| 5Y | +16.2% | -35.9% | +52.1% | +3.6% |
| All | +48.5% | +294.5% | -246.0% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 10y: compounded portfolio wealth divided by compounded KEEL 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…
10y analysis · Full analysis span regression · 6 months rolling