+14.5%
TFC vs SITM
+164.5%
-150.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -1.3% | +3.7% | -5.0% | -1.8% |
| 30D | -2.3% | -14.5% | +12.2% | -0.5% |
| 3M | +2.5% | -10.6% | +13.0% | +2.3% |
| 6M | +9.5% | +65.5% | -56.1% | -2.1% |
| YTD | +5.1% | +67.0% | -62.0% | -7.0% |
| 1Y | +15.5% | +138.6% | -123.1% | -4.7% |
| 3Y | +95.2% | +421.8% | -326.7% | +31.2% |
| 5Y | +14.5% | +172.4% | -158.0% | -23.9% |
| All | +14.5% | +164.5% | -150.0% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling