-3.0%
TFC vs RF
+42.5%
-45.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.6% |
| 7D | +1.2% | -0.9% | +2.1% | +2.0% |
| 30D | +8.3% | +6.0% | +2.3% | +3.2% |
| 3M | -5.2% | -8.9% | +3.7% | +2.6% |
| 6M | -0.8% | +2.3% | -3.1% | -2.6% |
| YTD | +3.4% | +7.6% | -4.1% | -2.6% |
| 1Y | +17.0% | +21.2% | -4.2% | -0.3% |
| 3Y | +86.2% | +108.5% | -22.4% | 0.0% |
| All | -3.0% | +42.5% | -45.5% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling