+79.0%
TFC vs PR
+72.8%
+6.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.4% |
| 7D | -1.2% | -0.5% | -0.7% | -1.2% |
| 30D | +7.8% | -4.6% | +12.4% | +8.3% |
| 3M | -3.0% | +4.7% | -7.7% | -3.9% |
| 6M | +5.8% | +12.4% | -6.6% | +3.4% |
| YTD | +5.3% | +62.9% | -57.6% | -3.0% |
| 1Y | +15.7% | +70.6% | -54.9% | +5.8% |
| 3Y | +94.8% | +90.0% | +4.8% | +73.9% |
| 5Y | 0.0% | +255.5% | -255.5% | -20.3% |
| 10Y | +79.0% | +78.7% | +0.3% | +23.9% |
| All | +79.0% | +72.8% | +6.2% | +23.9% |
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