+0.8%
TFC vs P
+279.3%
-278.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.5% |
| 7D | +2.3% | +11.6% | -9.4% | +0.8% |
| 30D | +10.8% | -23.7% | +34.5% | +14.0% |
| 3M | -3.8% | -8.0% | +4.2% | -4.0% |
| 6M | +9.6% | +27.9% | -18.3% | +3.2% |
| YTD | +5.8% | +61.2% | -55.4% | -5.0% |
| 1Y | +16.2% | +28.6% | -12.5% | +6.8% |
| 3Y | +96.0% | +200.5% | -104.5% | +38.3% |
| All | +0.8% | +279.3% | -278.6% | -36.5% |
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 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