+44.8%
TFC vs REPL
-7.7%
+52.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -2.1% |
| 7D | +2.2% | -5.7% | +8.0% | +2.5% |
| 30D | -2.5% | +22.5% | -25.0% | -3.3% |
| 3M | +4.5% | +64.7% | -60.1% | +0.5% |
| 6M | +11.0% | +83.0% | -72.1% | +1.6% |
| YTD | +5.9% | +52.0% | -46.1% | -2.4% |
| 1Y | +14.6% | +144.5% | -130.0% | -0.5% |
| 3Y | +96.7% | -25.1% | +121.8% | +63.8% |
| 5Y | +15.6% | -52.9% | +68.4% | -1.7% |
| All | +44.8% | -7.7% | +52.5% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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