+86.2%
TFC vs M
+100.8%
-14.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | +0.1% |
| 7D | +1.2% | -4.3% | +5.5% | +2.2% |
| 30D | +8.3% | +1.3% | +7.1% | +7.9% |
| 3M | -5.2% | -7.4% | +2.2% | -3.8% |
| 6M | -0.8% | +18.3% | -19.1% | -5.3% |
| YTD | +3.4% | +7.6% | -4.1% | +0.5% |
| 1Y | +17.0% | +17.4% | -0.4% | +11.2% |
| 3Y | +86.2% | +108.4% | -22.2% | +43.1% |
| All | +86.2% | +100.8% | -14.7% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling