+2,368.0%
TFC vs M
+401.4%
+1,966.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | +0.5% |
| 7D | +1.2% | -4.3% | +5.5% | +2.5% |
| 30D | +8.3% | +1.3% | +7.1% | +7.7% |
| 3M | -5.2% | -7.4% | +2.2% | -3.4% |
| 6M | -0.8% | +18.3% | -19.1% | -7.1% |
| YTD | +3.4% | +7.6% | -4.1% | -0.8% |
| 1Y | +17.0% | +17.4% | -0.4% | +8.8% |
| 3Y | +86.2% | +108.4% | -22.2% | +34.1% |
| 5Y | -2.3% | -10.6% | +8.3% | -14.5% |
| 10Y | +93.9% | -3.2% | +97.1% | +30.3% |
| All | +2,368.0% | +401.4% | +1,966.5% | +818.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling