+96.6%
TFC vs LSCC
+20.0%
+76.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.3% |
| 7D | +2.4% | +1.3% | +1.1% | +2.2% |
| 30D | -1.3% | -9.7% | +8.4% | +0.4% |
| 3M | +6.1% | -23.7% | +29.8% | +10.0% |
| 6M | +7.3% | +26.5% | -19.2% | -0.6% |
| YTD | +8.2% | +57.5% | -49.3% | -5.2% |
| 1Y | +14.4% | +75.7% | -61.3% | -2.9% |
| All | +96.6% | +20.0% | +76.6% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling