+96.7%
TFC vs ROP
-5.7%
+102.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +3.0% | +2.3% |
| 7D | +0.3% | -1.6% | +2.0% | +0.8% |
| 30D | +9.2% | +29.5% | -20.4% | +0.1% |
| 3M | -2.9% | +17.5% | -20.5% | -8.2% |
| 6M | +3.5% | +38.1% | -34.6% | -8.2% |
| YTD | +5.4% | +7.0% | -1.5% | +5.1% |
| 1Y | +17.3% | +6.5% | +10.8% | +17.2% |
| 3Y | +96.7% | -5.5% | +102.2% | +115.2% |
| All | +96.7% | -5.7% | +102.4% | +115.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling