+15.5%
TFC vs ROP
-24.5%
+40.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -1.3% | -6.1% | +4.8% | -0.6% |
| 30D | -2.3% | -3.4% | +1.0% | -2.0% |
| 3M | +2.5% | +16.7% | -14.2% | +0.2% |
| 6M | +9.5% | +8.1% | +1.4% | +8.4% |
| YTD | +5.1% | -11.7% | +16.7% | +7.1% |
| 1Y | +15.5% | -24.2% | +39.7% | +22.0% |
| All | +15.5% | -24.5% | +40.0% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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