+98.6%
TFC vs KEY
+167.0%
-68.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.4% | -0.8% |
| 7D | +2.2% | +2.7% | -0.5% | +0.3% |
| 30D | -2.5% | -3.2% | +0.7% | -0.1% |
| 3M | +4.5% | +1.0% | +3.6% | +3.9% |
| 6M | +11.0% | +11.9% | -0.9% | +2.4% |
| YTD | +5.9% | +8.7% | -2.8% | -0.2% |
| 1Y | +14.6% | +18.5% | -3.9% | +1.3% |
| 3Y | +96.7% | +124.0% | -27.2% | +6.3% |
| 5Y | +15.6% | +40.8% | -25.2% | -16.6% |
| 10Y | +98.6% | +167.0% | -68.4% | -11.0% |
| All | +98.6% | +167.0% | -68.4% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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