+174.2%
TFC vs PSX
+1,118.1%
-943.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | +1.7% | -7.8% | +9.5% | +5.3% |
| 30D | +9.0% | -9.9% | +18.9% | +13.5% |
| 3M | -2.1% | +16.9% | -19.1% | -9.9% |
| 6M | +3.4% | +48.0% | -44.6% | -15.3% |
| YTD | +5.3% | +98.3% | -93.1% | -26.2% |
| 1Y | +16.2% | +86.2% | -70.0% | -16.3% |
| 3Y | +94.8% | +144.0% | -49.2% | +20.0% |
| 5Y | -0.7% | +287.7% | -288.4% | -53.2% |
| 10Y | +80.9% | +338.3% | -257.4% | -26.3% |
| All | +174.2% | +1,118.1% | -943.9% | -7.7% |
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