+2,481.4%
TFC vs M
+396.5%
+2,084.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.7% |
| 7D | +2.4% | +4.7% | -2.3% | +0.9% |
| 30D | -1.3% | -9.6% | +8.3% | +1.8% |
| 3M | +6.1% | +0.9% | +5.2% | +5.2% |
| 6M | +7.3% | +22.3% | -14.9% | -0.2% |
| YTD | +8.2% | +6.5% | +1.7% | +4.6% |
| 1Y | +14.4% | +38.8% | -24.3% | +1.1% |
| 3Y | +93.7% | +115.9% | -22.2% | +38.6% |
| 5Y | +16.4% | +28.6% | -12.2% | -10.3% |
| 10Y | +101.6% | -2.5% | +104.1% | +35.5% |
| All | +2,481.4% | +396.5% | +2,084.9% | +868.5% |
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 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