+84.7%
TFC vs RF
+277.2%
-192.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +0.1% |
| 7D | +0.3% | -0.1% | +0.5% | +0.5% |
| 30D | +9.2% | +7.0% | +2.1% | +3.4% |
| 3M | -2.9% | -7.0% | +4.1% | +3.1% |
| 6M | +3.5% | +6.8% | -3.3% | -1.7% |
| YTD | +5.4% | +9.9% | -4.5% | -2.3% |
| 1Y | +17.3% | +21.1% | -3.8% | +0.4% |
| 3Y | +96.7% | +119.6% | -23.0% | +3.2% |
| 5Y | -1.1% | +46.2% | -47.3% | -29.0% |
| 10Y | +84.7% | +261.5% | -176.8% | -31.0% |
| All | +84.7% | +277.2% | -192.5% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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