+16.2%
TFC vs M
+24.3%
-8.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.8% |
| 7D | +2.3% | +7.0% | -4.8% | +0.5% |
| 30D | +10.8% | +8.9% | +1.9% | +8.3% |
| 3M | -3.8% | +4.5% | -8.3% | -5.0% |
| 6M | +9.6% | +36.2% | -26.6% | -0.2% |
| YTD | +5.8% | +15.1% | -9.3% | +0.6% |
| 1Y | +16.2% | +27.4% | -11.3% | +7.5% |
| All | +16.2% | +24.3% | -8.1% | +7.5% |
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