+0.8%
TFC vs KEY
+13.1%
-12.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.8% |
| 7D | +2.3% | +2.9% | -0.7% | +0.2% |
| 30D | +10.8% | +8.4% | +2.4% | +4.7% |
| 3M | -3.8% | -5.8% | +2.0% | +0.3% |
| 6M | +9.6% | +5.4% | +4.1% | +5.7% |
| YTD | +5.8% | +7.1% | -1.3% | +1.1% |
| 1Y | +16.2% | +26.8% | -10.6% | -1.3% |
| 3Y | +96.0% | +128.7% | -32.7% | +9.8% |
| All | +0.8% | +13.1% | -12.4% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling