+16.1%
TFC vs S
-48.3%
+64.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | -1.2% | +1.2% | -2.4% | -1.4% |
| 30D | +7.8% | -7.3% | +15.1% | +8.4% |
| 3M | -3.0% | +5.9% | -8.8% | -4.2% |
| 6M | +5.8% | +45.6% | -39.8% | +0.3% |
| YTD | +5.3% | +58.5% | -53.2% | -1.7% |
| 1Y | +15.7% | +37.6% | -21.9% | +9.6% |
| 3Y | +94.8% | +51.7% | +43.1% | +80.2% |
| 5Y | 0.0% | -67.5% | +67.5% | -7.8% |
| All | +16.1% | -48.3% | +64.5% | +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