+95.6%
TFC vs KEYS
+1,049.9%
-954.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.8% | -1.4% |
| 7D | -2.4% | +3.5% | -5.9% | -3.8% |
| 30D | -3.4% | -4.5% | +1.1% | -1.9% |
| 3M | +0.4% | -0.4% | +0.8% | -0.8% |
| 6M | +12.7% | +19.1% | -6.5% | +2.9% |
| YTD | +5.6% | +66.7% | -61.1% | -17.7% |
| 1Y | +16.0% | +96.5% | -80.4% | -16.2% |
| 3Y | +94.0% | +155.2% | -61.2% | +22.5% |
| 5Y | +16.2% | +88.0% | -71.8% | -18.6% |
| All | +95.6% | +1,049.9% | -954.3% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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