+93.0%
TFC vs PBR
+97.2%
-4.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | -2.3% | +17.5% | -19.9% | -4.8% |
| 3M | +2.5% | +20.9% | -18.4% | -0.7% |
| 6M | +9.5% | +20.2% | -10.8% | +5.4% |
| YTD | +5.1% | +84.3% | -79.2% | -8.6% |
| 1Y | +15.5% | +77.1% | -61.6% | +1.1% |
| All | +93.0% | +97.2% | -4.2% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling