+84.7%
TFC vs KEY
+121.9%
-37.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | 0.0% |
| 7D | +0.3% | -0.4% | +0.7% | +0.6% |
| 30D | +9.2% | +7.2% | +1.9% | +3.7% |
| 3M | -2.9% | -4.9% | +2.0% | +0.8% |
| 6M | +3.5% | +1.1% | +2.4% | +2.8% |
| YTD | +5.4% | +6.8% | -1.4% | +0.6% |
| 1Y | +17.3% | +23.3% | -6.0% | +0.7% |
| 3Y | +96.7% | +126.1% | -29.4% | +5.8% |
| 5Y | -1.1% | +15.2% | -16.3% | -16.9% |
| 10Y | +84.7% | +113.6% | -28.9% | -3.9% |
| All | +84.7% | +121.9% | -37.2% | -3.9% |
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