+84.7%
TFC vs LSCC
+1,398.6%
-1,313.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.4% | -6.5% | +0.1% |
| 7D | +0.3% | +19.3% | -19.0% | -3.8% |
| 30D | +9.2% | -9.6% | +18.8% | +10.6% |
| 3M | -2.9% | -12.4% | +9.5% | -1.4% |
| 6M | +3.5% | -10.5% | +14.0% | +2.6% |
| YTD | +5.4% | +54.8% | -49.4% | -9.6% |
| 1Y | +17.3% | +79.4% | -62.1% | -3.2% |
| 3Y | +96.7% | +109.6% | -12.9% | +46.9% |
| 5Y | -1.1% | +40.4% | -41.5% | -23.4% |
| 10Y | +84.7% | +1,379.1% | -1,294.4% | -13.6% |
| All | +84.7% | +1,398.6% | -1,313.8% | -13.6% |
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