-1.4%
TFC vs PR
+225.6%
-227.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.8% | -1.0% |
| 7D | +1.1% | -16.5% | +17.6% | +4.9% |
| 30D | +7.8% | -4.5% | +12.3% | +8.5% |
| 3M | -4.8% | +8.5% | -13.3% | -7.1% |
| 6M | +1.8% | -3.3% | +5.2% | +1.5% |
| YTD | +4.4% | +55.7% | -51.3% | -8.0% |
| 1Y | +18.0% | +82.0% | -64.1% | -0.2% |
| 3Y | +85.2% | +62.5% | +22.7% | +57.8% |
| 5Y | -1.4% | +223.9% | -225.3% | -30.2% |
| All | -1.4% | +225.6% | -227.0% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling