+75.7%
TFC vs PSX
+368.0%
-292.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +0.8% |
| 7D | +2.3% | +7.8% | -5.5% | -1.5% |
| 30D | +10.8% | -10.9% | +21.7% | +16.6% |
| 3M | -3.8% | +14.5% | -18.2% | -11.1% |
| 6M | +9.6% | +56.1% | -46.5% | -14.4% |
| YTD | +5.8% | +109.6% | -103.8% | -30.7% |
| 1Y | +16.2% | +95.5% | -79.3% | -21.2% |
| 3Y | +96.0% | +156.2% | -60.2% | +10.9% |
| 5Y | +1.7% | +310.0% | -308.3% | -58.3% |
| All | +75.7% | +368.0% | -292.4% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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