+181.8%
TFC vs PSX
+1,139.4%
-957.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +2.4% | +4.5% | -2.1% | +0.3% |
| 30D | -1.3% | +26.6% | -27.9% | -11.7% |
| 3M | +6.1% | +39.3% | -33.2% | -9.6% |
| 6M | +7.3% | +56.8% | -49.5% | -14.6% |
| YTD | +8.2% | +101.8% | -93.6% | -24.1% |
| 1Y | +14.4% | +99.6% | -85.2% | -19.7% |
| 3Y | +93.7% | +140.3% | -46.6% | +21.1% |
| 5Y | +16.4% | +339.3% | -322.9% | -48.2% |
| 10Y | +101.6% | +369.9% | -268.3% | -19.0% |
| All | +181.8% | +1,139.4% | -957.6% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling