+0.8%
TFC vs REPL
-35.0%
+35.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +2.3% | +1.2% | +1.0% | +2.2% |
| 30D | +10.8% | +92.2% | -81.4% | +9.6% |
| 3M | -3.8% | +44.1% | -47.9% | -4.4% |
| 6M | +9.6% | +313.0% | -303.4% | +5.4% |
| YTD | +5.8% | +125.2% | -119.4% | +1.7% |
| 1Y | +16.2% | +143.8% | -127.6% | +11.4% |
| 3Y | +96.0% | +104.2% | -8.2% | +70.0% |
| All | +0.8% | -35.0% | +35.7% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling