+88.5%
TFC vs LSCC
+1,244.7%
-1,156.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.1% | -8.1% | -2.4% |
| 7D | +1.2% | +13.0% | -11.8% | -1.7% |
| 30D | +8.3% | -19.8% | +28.2% | +12.7% |
| 3M | -5.2% | -18.4% | +13.2% | -2.2% |
| 6M | -0.8% | -16.1% | +15.3% | -0.3% |
| YTD | +3.4% | +42.7% | -39.3% | -9.7% |
| 1Y | +17.0% | +68.0% | -51.0% | -2.1% |
| 3Y | +86.2% | +85.8% | +0.3% | +42.9% |
| 5Y | -2.3% | +28.0% | -30.3% | -22.7% |
| All | +88.5% | +1,244.7% | -1,156.1% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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