-3.0%
TFC vs ROL
+13.1%
-16.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.4% |
| 7D | +1.2% | +9.5% | -8.3% | -0.9% |
| 30D | +8.3% | +22.9% | -14.6% | +3.2% |
| 3M | -5.2% | +3.5% | -8.7% | -6.1% |
| 6M | -0.8% | -29.4% | +28.6% | +7.6% |
| YTD | +3.4% | -36.1% | +39.5% | +14.8% |
| 1Y | +17.0% | -34.4% | +51.4% | +28.9% |
| 3Y | +86.2% | +4.0% | +82.2% | +78.0% |
| All | -3.0% | +13.1% | -16.1% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling