+21.3%
TFC vs M
+36.6%
-15.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.6% | -4.7% | +1.1% |
| 7D | +5.1% | +8.3% | -3.2% | +3.0% |
| 30D | +9.8% | +14.2% | -4.4% | +6.3% |
| 3M | -2.4% | -1.1% | -1.3% | -2.3% |
| 6M | +4.9% | +36.6% | -31.7% | -4.0% |
| YTD | +6.6% | +19.8% | -13.2% | +0.6% |
| 1Y | +21.3% | +37.2% | -15.9% | +11.0% |
| All | +21.3% | +36.6% | -15.2% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling