+14.6%
TFC vs ROL
-37.3%
+51.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.6% |
| 7D | +2.2% | -3.4% | +5.7% | +3.0% |
| 30D | -2.5% | -6.9% | +4.5% | -1.1% |
| 3M | +4.5% | -24.6% | +29.2% | +11.0% |
| 6M | +11.0% | -39.5% | +50.5% | +24.7% |
| YTD | +5.9% | -41.1% | +47.0% | +20.2% |
| 1Y | +14.6% | -37.9% | +52.5% | +27.9% |
| All | +14.6% | -37.3% | +51.8% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling