+80.9%
TFC vs M
-3.0%
+83.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.3% |
| 7D | +1.7% | +5.0% | -3.3% | +0.1% |
| 30D | +9.0% | +10.6% | -1.6% | +5.6% |
| 3M | -2.1% | +1.6% | -3.7% | -3.1% |
| 6M | +3.4% | +30.8% | -27.5% | -5.5% |
| YTD | +5.3% | +16.9% | -11.6% | -1.0% |
| 1Y | +16.2% | +26.3% | -10.1% | +6.5% |
| 3Y | +94.8% | +158.6% | -63.8% | +35.2% |
| 5Y | -0.7% | +2.1% | -2.8% | -15.3% |
| 10Y | +80.9% | -4.3% | +85.2% | +4.2% |
| All | +80.9% | -3.0% | +83.9% | +4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling