+16.0%
TFC vs PBR
+558.3%
-542.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | 0.0% |
| 7D | -2.5% | +4.2% | -6.7% | -3.2% |
| 30D | -2.8% | +22.7% | -25.6% | -6.1% |
| 3M | +2.1% | +21.5% | -19.4% | -1.3% |
| 6M | +10.1% | +24.0% | -13.9% | +5.4% |
| YTD | +5.4% | +88.2% | -82.8% | -7.1% |
| 1Y | +16.3% | +74.8% | -58.5% | +3.8% |
| 3Y | +95.9% | +105.1% | -9.3% | +67.1% |
| 5Y | +16.0% | +572.2% | -556.3% | -28.2% |
| All | +16.0% | +558.3% | -542.3% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling