+17.3%
TFC vs PR
+433.6%
-416.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +2.4% | +2.9% | -0.5% | +1.7% |
| 30D | -1.3% | +18.0% | -19.3% | -5.2% |
| 3M | +6.1% | +16.9% | -10.8% | +1.8% |
| 6M | +7.3% | +28.2% | -20.9% | 0.0% |
| YTD | +8.2% | +69.3% | -61.1% | -6.2% |
| 1Y | +14.4% | +69.5% | -55.1% | -1.1% |
| 3Y | +93.7% | +81.7% | +12.0% | +61.1% |
| All | +17.3% | +433.6% | -416.3% | -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 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