+13.1%
TFC vs PL
+40.9%
-27.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.9% | +1.3% |
| 7D | +2.3% | +10.0% | -7.8% | +1.2% |
| 30D | +10.8% | -2.3% | +13.1% | +10.7% |
| 3M | -3.8% | -44.2% | +40.4% | +1.5% |
| 6M | +9.6% | -66.1% | +75.7% | +20.3% |
| YTD | +5.8% | -30.0% | +35.8% | +4.5% |
| 1Y | +16.2% | +21.0% | -4.9% | +6.2% |
| 3Y | +96.0% | +516.5% | -420.5% | +29.5% |
| 5Y | +1.7% | +32.0% | -30.3% | -26.2% |
| All | +13.1% | +40.9% | -27.9% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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