+15.7%
TFC vs P
+17.1%
-1.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | 0.0% |
| 7D | -1.2% | -4.7% | +3.5% | -1.2% |
| 30D | +7.8% | -31.4% | +39.2% | +7.9% |
| 3M | -3.0% | -2.6% | -0.3% | -3.2% |
| 6M | +5.8% | +21.9% | -16.1% | +5.7% |
| YTD | +5.3% | +58.9% | -53.6% | +4.6% |
| 1Y | +15.7% | +21.7% | -6.1% | +14.5% |
| All | +15.7% | +17.1% | -1.5% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling