+74.8%
TFC vs LSCC
+1,486.2%
-1,411.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.4% | -10.4% | -2.2% |
| 7D | -1.2% | +14.5% | -15.7% | -4.3% |
| 30D | +7.8% | -0.1% | +7.8% | +6.8% |
| 3M | -3.0% | -2.7% | -0.3% | -3.8% |
| 6M | +5.8% | -4.8% | +10.6% | +3.4% |
| YTD | +5.3% | +66.9% | -61.6% | -11.3% |
| 1Y | +15.7% | +85.8% | -70.2% | -5.3% |
| 3Y | +94.8% | +115.6% | -20.8% | +44.7% |
| 5Y | 0.0% | +48.8% | -48.8% | -23.5% |
| All | +74.8% | +1,486.2% | -1,411.3% | -20.4% |
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