+2,577.1%
TFC vs KEY
+981.5%
+1,595.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | +1.2% | -1.3% | +2.5% | +2.0% |
| 30D | +8.3% | +5.1% | +3.2% | +5.3% |
| 3M | -5.2% | -7.1% | +1.9% | -1.0% |
| 6M | -0.8% | -4.4% | +3.6% | +2.0% |
| YTD | +3.4% | +4.0% | -0.6% | +1.5% |
| 1Y | +17.0% | +23.4% | -6.4% | +3.9% |
| 3Y | +86.2% | +113.9% | -27.7% | +19.7% |
| 5Y | -2.3% | +12.3% | -14.6% | -12.1% |
| 10Y | +93.9% | +125.5% | -31.6% | +18.0% |
| All | +2,577.1% | +981.5% | +1,595.6% | +866.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling