+16.8%
TFC vs S
-57.8%
+74.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.1% | -1.9% |
| 7D | +2.2% | -5.8% | +8.1% | +2.9% |
| 30D | -2.5% | -9.2% | +6.7% | -1.6% |
| 3M | +4.5% | +23.4% | -18.8% | +1.6% |
| 6M | +11.0% | +36.9% | -26.0% | +5.9% |
| YTD | +5.9% | +29.5% | -23.6% | +1.5% |
| 1Y | +14.6% | +5.4% | +9.1% | +12.3% |
| 3Y | +96.7% | +14.7% | +82.0% | +88.1% |
| 5Y | +15.6% | -71.5% | +87.1% | +9.9% |
| All | +16.8% | -57.8% | +74.6% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling