+125.7%
TFC vs KEYS
+1,086.4%
-960.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -1.3% | +2.9% | -4.2% | -2.4% |
| 30D | -2.3% | -1.3% | -1.0% | -2.1% |
| 3M | +2.5% | -0.1% | +2.6% | +1.1% |
| 6M | +9.5% | +17.4% | -7.9% | +0.8% |
| YTD | +5.1% | +62.9% | -57.8% | -16.7% |
| 1Y | +15.5% | +95.7% | -80.3% | -15.7% |
| 3Y | +95.2% | +150.2% | -55.0% | +26.3% |
| 5Y | +14.5% | +83.1% | -68.6% | -17.9% |
| 10Y | +97.2% | +1,020.9% | -923.7% | -26.7% |
| All | +125.7% | +1,086.4% | -960.7% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling