+104.5%
TFC vs ROP
-15.8%
+120.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.6% | +1.3% |
| 7D | +2.4% | -4.4% | +6.9% | +4.0% |
| 30D | -1.3% | +3.2% | -4.5% | -2.6% |
| 3M | +6.1% | +23.1% | -17.0% | -2.7% |
| 6M | +7.3% | +13.3% | -6.0% | +1.7% |
| YTD | +8.2% | -7.9% | +16.1% | +13.6% |
| 1Y | +14.4% | -22.1% | +36.5% | +32.6% |
| All | +104.5% | -15.8% | +120.3% | +114.8% |
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