+15.3%
TFC vs S
-51.5%
+66.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.3% | +5.5% | -0.1% |
| 7D | +0.1% | +4.1% | -4.0% | -0.4% |
| 30D | +8.6% | -7.2% | +15.8% | +9.3% |
| 3M | -4.3% | 0.0% | -4.3% | -5.0% |
| 6M | +5.4% | +41.6% | -36.2% | +0.2% |
| YTD | +4.5% | +48.6% | -44.1% | -1.8% |
| 1Y | +14.0% | +30.0% | -16.1% | +8.6% |
| 3Y | +93.4% | +42.2% | +51.2% | +80.1% |
| 5Y | +0.5% | -70.8% | +71.3% | -7.0% |
| All | +15.3% | -51.5% | +66.8% | +14.6% |
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