+93.7%
TFC vs KEEL
+186.7%
-92.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.3% | +7.6% | +0.8% |
| 7D | -2.5% | +2.7% | -5.2% | -2.7% |
| 30D | -2.8% | +4.6% | -7.4% | -3.4% |
| 3M | +2.1% | -34.5% | +36.6% | +4.0% |
| 6M | +10.1% | +59.3% | -49.2% | +3.4% |
| YTD | +5.4% | +46.4% | -40.9% | -1.2% |
| 1Y | +16.3% | +96.6% | -80.2% | +2.7% |
| All | +93.7% | +186.7% | -92.9% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling