+95.6%
TFC vs PBR
+697.0%
-601.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.4% |
| 7D | -2.4% | +5.4% | -7.8% | -3.8% |
| 30D | -3.4% | +22.9% | -26.2% | -8.7% |
| 3M | +0.4% | +19.6% | -19.2% | -4.8% |
| 6M | +12.7% | +16.5% | -3.8% | +6.9% |
| YTD | +5.6% | +86.7% | -81.1% | -12.6% |
| 1Y | +16.0% | +74.7% | -58.7% | -2.4% |
| 3Y | +94.0% | +102.6% | -8.6% | +53.1% |
| 5Y | +16.2% | +566.6% | -550.4% | -39.6% |
| All | +95.6% | +697.0% | -601.4% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling