+86.2%
TFC vs REPL
+48.4%
+37.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.0% | -8.9% | -1.0% |
| 7D | +1.2% | +22.8% | -21.6% | +1.1% |
| 30D | +8.3% | +63.8% | -55.5% | +8.0% |
| 3M | -5.2% | +68.1% | -73.3% | -5.5% |
| 6M | -0.8% | +528.5% | -529.3% | -3.0% |
| YTD | +3.4% | +122.4% | -119.0% | +1.8% |
| 1Y | +17.0% | +154.4% | -137.3% | +14.9% |
| 3Y | +86.2% | +68.0% | +18.2% | +74.6% |
| All | +86.2% | +48.4% | +37.8% | +74.6% |
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