+98.6%
TFC vs M
-6.4%
+105.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.4% |
| 7D | +2.2% | +2.4% | -0.1% | +1.6% |
| 30D | -2.5% | -11.6% | +9.1% | +1.0% |
| 3M | +4.5% | +1.6% | +2.9% | +3.6% |
| 6M | +11.0% | +25.2% | -14.2% | +3.1% |
| YTD | +5.9% | +3.8% | +2.1% | +3.5% |
| 1Y | +14.6% | +36.3% | -21.8% | +2.8% |
| 3Y | +96.7% | +116.3% | -19.6% | +44.3% |
| 5Y | +15.6% | +28.2% | -12.6% | -9.0% |
| 10Y | +98.6% | -3.4% | +102.0% | +14.4% |
| All | +98.6% | -6.4% | +105.0% | +14.4% |
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