+114.0%
TFC vs P
+526.5%
-412.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.8% |
| 7D | -1.2% | -4.7% | +3.5% | -0.7% |
| 30D | +7.8% | -31.4% | +39.2% | +14.1% |
| 3M | -3.0% | -2.6% | -0.3% | -4.2% |
| 6M | +5.8% | +21.9% | -16.1% | -1.5% |
| YTD | +5.3% | +58.9% | -53.6% | -8.1% |
| 1Y | +15.7% | +21.7% | -6.1% | +4.8% |
| 3Y | +94.8% | +193.3% | -98.5% | +35.4% |
| 5Y | 0.0% | +275.1% | -275.1% | -36.4% |
| 10Y | +79.0% | +655.3% | -576.3% | -8.5% |
| All | +114.0% | +526.5% | -412.5% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling