+18.1%
TFC vs Q
+75.3%
-57.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.3% | -4.5% | -2.3% |
| 7D | +2.2% | +6.7% | -4.5% | +1.7% |
| 30D | -2.5% | -10.6% | +8.1% | -1.7% |
| 3M | +4.5% | -14.6% | +19.1% | +4.8% |
| 6M | +11.0% | +12.1% | -1.1% | +6.9% |
| YTD | +5.9% | +51.3% | -45.4% | -0.2% |
| All | +18.1% | +75.3% | -57.2% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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