+131.7%
TFC vs PR
+169.5%
-37.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | +2.4% | +2.9% | -0.5% | +2.0% |
| 30D | -1.3% | +18.0% | -19.3% | -3.7% |
| 3M | +6.1% | +16.9% | -10.8% | +3.4% |
| 6M | +7.3% | +28.2% | -20.9% | +2.9% |
| YTD | +8.2% | +69.3% | -61.1% | -0.5% |
| 1Y | +14.4% | +69.5% | -55.1% | +5.0% |
| 3Y | +93.7% | +81.7% | +12.0% | +74.3% |
| 5Y | +16.4% | +422.2% | -405.9% | -11.3% |
| 10Y | +101.6% | +110.4% | -8.8% | +38.9% |
| All | +131.7% | +169.5% | -37.8% | +60.4% |
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