+96.7%
TFC vs ROST
+97.5%
-0.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | -2.5% | -10.2% | +7.7% | +1.1% |
| 3M | +4.5% | +1.0% | +3.5% | +3.8% |
| 6M | +11.0% | +8.7% | +2.2% | +7.1% |
| YTD | +5.9% | +27.8% | -21.9% | -4.0% |
| 1Y | +14.6% | +52.7% | -38.1% | -3.1% |
| 3Y | +96.7% | +97.5% | -0.8% | +39.0% |
| All | +96.7% | +97.5% | -0.8% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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