+95.6%
TFC vs PSX
+386.4%
-290.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | -2.4% | +1.7% | -4.1% | -3.3% |
| 30D | -3.4% | +15.6% | -19.0% | -10.3% |
| 3M | +0.4% | +46.5% | -46.0% | -17.9% |
| 6M | +12.7% | +55.0% | -42.3% | -11.9% |
| YTD | +5.6% | +105.3% | -99.7% | -29.4% |
| 1Y | +16.0% | +101.6% | -85.6% | -22.2% |
| 3Y | +94.0% | +134.1% | -40.2% | +16.0% |
| 5Y | +16.2% | +368.7% | -352.5% | -56.0% |
| All | +95.6% | +386.4% | -290.9% | -39.4% |
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