+2,700.2%
TFC vs KEY
+1,050.5%
+1,649.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +2.4% | +2.2% | +0.2% | +1.2% |
| 30D | -1.3% | -3.0% | +1.7% | +0.5% |
| 3M | +6.1% | +3.3% | +2.7% | +4.1% |
| 6M | +7.3% | +9.2% | -1.9% | +2.3% |
| YTD | +8.2% | +10.6% | -2.5% | +2.4% |
| 1Y | +14.4% | +20.4% | -6.0% | +3.1% |
| 3Y | +93.7% | +121.8% | -28.1% | +21.7% |
| 5Y | +16.4% | +41.1% | -24.7% | -7.9% |
| 10Y | +101.6% | +168.5% | -67.0% | +11.3% |
| All | +2,700.2% | +1,050.5% | +1,649.7% | +875.3% |
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