+123.6%
TFC vs PR
+147.8%
-24.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.8% | -1.3% |
| 7D | +1.1% | -16.5% | +17.6% | +3.5% |
| 30D | +7.8% | -4.5% | +12.3% | +8.3% |
| 3M | -4.8% | +8.5% | -13.3% | -6.2% |
| 6M | +1.8% | -3.3% | +5.2% | +1.6% |
| YTD | +4.4% | +55.7% | -51.3% | -3.1% |
| 1Y | +18.0% | +82.0% | -64.1% | +7.0% |
| 3Y | +85.2% | +62.5% | +22.7% | +69.1% |
| 5Y | -1.4% | +223.9% | -225.3% | -20.3% |
| 10Y | +95.7% | +64.2% | +31.5% | +34.4% |
| All | +123.6% | +147.8% | -24.2% | +56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling