+2,457.9%
TFC vs ROP
+25,523.2%
-23,065.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.6% | +1.2% |
| 7D | +2.4% | -4.4% | +6.9% | +3.8% |
| 30D | -1.3% | +3.2% | -4.5% | -2.4% |
| 3M | +6.1% | +23.1% | -17.0% | -1.0% |
| 6M | +7.3% | +13.3% | -6.0% | +2.4% |
| YTD | +8.2% | -7.9% | +16.1% | +9.6% |
| 1Y | +14.4% | -22.1% | +36.5% | +22.0% |
| 3Y | +93.7% | -16.8% | +110.5% | +102.4% |
| 5Y | +16.4% | -13.5% | +29.9% | +19.8% |
| 10Y | +101.6% | +137.7% | -36.1% | +57.4% |
| All | +2,457.9% | +25,523.2% | -23,065.3% | +1,205.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling