+391.5%
TFC vs PBR
+1,864.5%
-1,473.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.7% | -3.0% |
| 7D | +2.2% | +2.5% | -0.2% | +1.6% |
| 30D | -2.5% | +19.4% | -21.9% | -6.8% |
| 3M | +4.5% | +20.8% | -16.2% | -0.6% |
| 6M | +11.0% | +23.5% | -12.5% | +4.3% |
| YTD | +5.9% | +83.4% | -77.5% | -9.9% |
| 1Y | +14.6% | +77.6% | -63.0% | -2.0% |
| 3Y | +96.7% | +99.9% | -3.1% | +60.7% |
| 5Y | +15.6% | +567.7% | -552.1% | -33.0% |
| 10Y | +98.6% | +621.5% | -522.9% | +0.4% |
| All | +391.5% | +1,864.5% | -1,473.0% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PBR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling