-1.4%
TFC vs PL
+11.6%
-13.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -10.1% | +8.1% | -1.0% |
| 7D | +1.1% | -20.5% | +21.6% | +3.3% |
| 30D | +7.8% | -38.8% | +46.5% | +13.0% |
| 3M | -4.8% | -49.1% | +44.4% | +1.5% |
| 6M | +1.8% | -69.4% | +71.2% | +12.8% |
| YTD | +4.4% | -42.3% | +46.8% | +5.3% |
| 1Y | +18.0% | -14.2% | +32.2% | +12.1% |
| 3Y | +85.2% | +398.7% | -313.5% | +25.3% |
| 5Y | -1.4% | +11.1% | -12.5% | -27.8% |
| All | -1.4% | +11.6% | -13.0% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling