+96.0%
TFC vs REPL
+97.7%
-1.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +2.3% | +1.2% | +1.0% | +2.3% |
| 30D | +10.8% | +92.2% | -81.4% | +10.3% |
| 3M | -3.8% | +44.1% | -47.9% | -4.0% |
| 6M | +9.6% | +313.0% | -303.4% | +7.8% |
| YTD | +5.8% | +125.2% | -119.4% | +4.1% |
| 1Y | +16.2% | +143.8% | -127.6% | +14.2% |
| 3Y | +96.0% | +104.2% | -8.2% | +82.6% |
| All | +96.0% | +97.7% | -1.8% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling