+19.4%
TFC vs S
-56.8%
+76.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +2.4% | -7.7% | +10.1% | +3.3% |
| 30D | -1.3% | -5.3% | +4.0% | -0.9% |
| 3M | +6.1% | +20.3% | -14.2% | +3.4% |
| 6M | +7.3% | +47.4% | -40.0% | +1.6% |
| YTD | +8.2% | +32.5% | -24.3% | +3.5% |
| 1Y | +14.4% | +9.5% | +4.9% | +11.6% |
| 3Y | +93.7% | +15.5% | +78.2% | +85.0% |
| 5Y | +16.4% | -71.2% | +87.6% | +10.3% |
| All | +19.4% | -56.8% | +76.1% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling