+48.0%
TFC vs REPL
-6.0%
+54.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.1% |
| 7D | +2.4% | -3.0% | +5.4% | +2.5% |
| 30D | -1.3% | +27.1% | -28.4% | -2.3% |
| 3M | +6.1% | +52.4% | -46.3% | +2.3% |
| 6M | +7.3% | +107.4% | -100.1% | -2.5% |
| YTD | +8.2% | +54.7% | -46.5% | -0.3% |
| 1Y | +14.4% | +158.9% | -144.4% | -1.0% |
| 3Y | +93.7% | -23.7% | +117.4% | +61.2% |
| 5Y | +16.4% | -54.3% | +70.7% | -0.4% |
| All | +48.0% | -6.0% | +54.0% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling