+276.1%
TFC vs LII
+2,790.7%
-2,514.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.0% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | +7.8% | -4.6% | +12.4% | +9.3% |
| 3M | -4.8% | -21.7% | +16.9% | +3.7% |
| 6M | +1.8% | -32.8% | +34.6% | +15.4% |
| YTD | +4.4% | -27.5% | +31.9% | +13.9% |
| 1Y | +18.0% | -28.0% | +45.9% | +28.8% |
| 3Y | +85.2% | -7.2% | +92.4% | +78.7% |
| 5Y | -1.4% | +22.6% | -24.0% | -16.0% |
| 10Y | +95.7% | +171.5% | -75.8% | +23.9% |
| All | +276.1% | +2,790.7% | -2,514.6% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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