+73.5%
TFC vs RF
+219.4%
-145.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.4% |
| 7D | +0.1% | +0.4% | -0.3% | -0.2% |
| 30D | +8.6% | +5.6% | +3.1% | +4.0% |
| 3M | -4.3% | -8.9% | +4.5% | +3.3% |
| 6M | +5.4% | +7.1% | -1.7% | -0.1% |
| YTD | +4.5% | +8.3% | -3.8% | -2.0% |
| 1Y | +14.0% | +16.8% | -2.8% | +0.4% |
| 3Y | +93.4% | +115.0% | -21.6% | +2.9% |
| 5Y | +0.5% | +46.4% | -45.9% | -28.1% |
| All | +73.5% | +219.4% | -145.9% | -32.1% |
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