+16.1%
TFC vs S
-49.1%
+65.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +1.7% | +1.4% | +0.3% | +1.5% |
| 30D | +9.0% | -10.8% | +19.8% | +10.1% |
| 3M | -2.1% | +5.4% | -7.5% | -3.3% |
| 6M | +3.4% | +41.2% | -37.9% | -1.6% |
| YTD | +5.3% | +56.2% | -50.9% | -1.6% |
| 1Y | +16.2% | +36.3% | -20.1% | +10.2% |
| 3Y | +94.8% | +49.4% | +45.4% | +80.5% |
| 5Y | -0.7% | -66.9% | +66.2% | -8.1% |
| All | +16.1% | -49.1% | +65.2% | +14.8% |
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