+75.7%
TFC vs PR
+86.0%
-10.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.0% |
| 7D | +2.3% | +6.0% | -3.7% | +1.4% |
| 30D | +10.8% | -4.2% | +15.0% | +11.3% |
| 3M | -3.8% | +10.0% | -13.7% | -5.4% |
| 6M | +9.6% | +15.6% | -6.0% | +6.6% |
| YTD | +5.8% | +68.2% | -62.4% | -3.0% |
| 1Y | +16.2% | +79.2% | -63.0% | +5.5% |
| 3Y | +96.0% | +94.9% | +1.1% | +74.3% |
| 5Y | +1.7% | +272.8% | -271.1% | -19.5% |
| All | +75.7% | +86.0% | -10.3% | +20.6% |
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