+17.3%
TFC vs P
+276.6%
-259.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | +2.4% | +6.5% | -4.1% | +1.5% |
| 30D | -1.3% | +18.8% | -20.1% | -4.1% |
| 3M | +6.1% | +26.7% | -20.7% | +1.5% |
| 6M | +7.3% | +62.2% | -54.8% | -2.2% |
| YTD | +8.2% | +48.5% | -40.3% | -0.7% |
| 1Y | +14.4% | +26.4% | -12.0% | +5.8% |
| 3Y | +93.7% | +159.4% | -65.7% | +41.5% |
| All | +17.3% | +276.6% | -259.4% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling