+86.2%
TFC vs ROL
+3.8%
+82.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | +1.2% | +9.5% | -8.3% | -0.3% |
| 30D | +8.3% | +22.9% | -14.6% | +4.7% |
| 3M | -5.2% | +3.5% | -8.7% | -5.8% |
| 6M | -0.8% | -29.4% | +28.6% | +5.3% |
| YTD | +3.4% | -36.1% | +39.5% | +11.7% |
| 1Y | +17.0% | -34.4% | +51.4% | +25.8% |
| 3Y | +86.2% | +4.0% | +82.2% | +85.4% |
| All | +86.2% | +3.8% | +82.3% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling