+15.6%
TFC vs ROP
-14.2%
+29.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.7% | -0.9% |
| 7D | +2.2% | -5.4% | +7.7% | +4.7% |
| 30D | -2.5% | -1.6% | -0.8% | -2.0% |
| 3M | +4.5% | +18.8% | -14.3% | -4.3% |
| 6M | +11.0% | +8.2% | +2.8% | +5.9% |
| YTD | +5.9% | -10.5% | +16.4% | +11.3% |
| 1Y | +14.6% | -23.7% | +38.3% | +31.9% |
| 3Y | +96.7% | -17.9% | +114.6% | +115.2% |
| 5Y | +15.6% | -15.3% | +30.9% | +19.3% |
| All | +15.6% | -14.2% | +29.8% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling