+0.8%
TFC vs S
-71.1%
+71.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +2.3% | +2.0% | +0.3% | +2.0% |
| 30D | +10.8% | -2.7% | +13.5% | +10.9% |
| 3M | -3.8% | -6.9% | +3.1% | -3.6% |
| 6M | +9.6% | +38.1% | -28.5% | +3.7% |
| YTD | +5.8% | +48.0% | -42.2% | -1.5% |
| 1Y | +16.2% | +34.5% | -18.3% | +9.4% |
| 3Y | +96.0% | +38.3% | +57.7% | +80.4% |
| All | +0.8% | -71.1% | +71.9% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling