+86.2%
TFC vs S
+34.5%
+51.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.6% | -1.1% |
| 7D | +1.2% | -13.4% | +14.6% | +3.1% |
| 30D | +8.3% | -14.0% | +22.3% | +10.3% |
| 3M | -5.2% | +4.9% | -10.0% | -6.7% |
| 6M | -0.8% | +42.0% | -42.8% | -7.7% |
| YTD | +3.4% | +45.1% | -41.7% | -4.9% |
| 1Y | +17.0% | +33.1% | -16.1% | +9.0% |
| 3Y | +86.2% | +40.6% | +45.5% | +51.5% |
| All | +86.2% | +34.5% | +51.7% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling