+88.5%
TFC vs P
+713.7%
-625.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.5% | -1.6% |
| 7D | +1.2% | -23.8% | +25.0% | +5.8% |
| 30D | +8.3% | -36.6% | +45.0% | +16.7% |
| 3M | -5.2% | +10.9% | -16.0% | -9.1% |
| 6M | -0.8% | +30.0% | -30.8% | -9.6% |
| YTD | +3.4% | +44.4% | -40.9% | -8.8% |
| 1Y | +17.0% | +3.9% | +13.1% | +8.8% |
| 3Y | +86.2% | +176.6% | -90.4% | +26.5% |
| 5Y | -2.3% | +249.3% | -251.6% | -39.7% |
| All | +88.5% | +713.7% | -625.2% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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