+88.5%
TFC vs PR
+66.0%
+22.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.2% |
| 7D | +1.2% | -16.4% | +17.6% | +3.7% |
| 30D | +8.3% | -1.9% | +10.2% | +8.4% |
| 3M | -5.2% | +8.0% | -13.1% | -6.6% |
| 6M | -0.8% | +4.1% | -4.9% | -2.0% |
| YTD | +3.4% | +58.7% | -55.3% | -4.3% |
| 1Y | +17.0% | +75.8% | -58.8% | +6.6% |
| 3Y | +86.2% | +73.2% | +13.0% | +68.4% |
| 5Y | -2.3% | +230.1% | -232.4% | -21.4% |
| All | +88.5% | +66.0% | +22.5% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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