+105.0%
TFC vs RF
+343.3%
-238.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +2.4% | +1.3% | +1.1% | +1.4% |
| 30D | -1.3% | -3.6% | +2.3% | +1.7% |
| 3M | +6.1% | +8.1% | -2.0% | -0.3% |
| 6M | +7.3% | +11.5% | -4.1% | -1.6% |
| YTD | +8.2% | +15.6% | -7.4% | -3.8% |
| 1Y | +14.4% | +15.7% | -1.2% | +1.5% |
| 3Y | +93.7% | +86.9% | +6.8% | +15.0% |
| 5Y | +16.4% | +89.8% | -73.4% | -32.3% |
| All | +105.0% | +343.3% | -238.4% | -38.1% |
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