+96.0%
TFC vs SITM
+318.4%
-222.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.7% | +1.7% |
| 7D | +2.3% | +6.6% | -4.4% | +1.6% |
| 30D | +10.8% | -15.3% | +26.1% | +12.0% |
| 3M | -3.8% | -35.4% | +31.6% | -0.5% |
| 6M | +9.6% | -46.8% | +56.4% | +14.5% |
| YTD | +5.8% | +25.9% | -20.1% | -2.8% |
| 1Y | +16.2% | +54.0% | -37.8% | +3.6% |
| 3Y | +96.0% | +315.6% | -219.6% | +41.9% |
| All | +96.0% | +318.4% | -222.4% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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