+86.2%
TFC vs PL
+455.3%
-369.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.4% | -11.3% | -1.8% |
| 7D | +1.2% | -6.8% | +8.0% | +1.7% |
| 30D | +8.3% | -29.3% | +37.6% | +11.2% |
| 3M | -5.2% | -44.8% | +39.6% | -0.8% |
| 6M | -0.8% | -68.4% | +67.6% | +7.6% |
| YTD | +3.4% | -36.4% | +39.8% | +3.0% |
| 1Y | +17.0% | +0.7% | +16.3% | +9.8% |
| 3Y | +86.2% | +455.3% | -369.1% | +22.7% |
| All | +86.2% | +455.3% | -369.1% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling