+80.9%
TFC vs SM
+4.2%
+76.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | -0.4% |
| 7D | +1.7% | -19.5% | +21.2% | +5.0% |
| 30D | +9.0% | -20.2% | +29.2% | +12.5% |
| 3M | -2.1% | -6.5% | +4.4% | -1.9% |
| 6M | +3.4% | +1.6% | +1.8% | +1.3% |
| YTD | +5.3% | +61.2% | -56.0% | -5.7% |
| 1Y | +16.2% | +65.4% | -49.2% | +3.4% |
| 3Y | +94.8% | -13.0% | +107.8% | +88.6% |
| 5Y | -0.7% | -4.3% | +3.6% | -9.1% |
| 10Y | +80.9% | +3.0% | +77.8% | +7.0% |
| All | +80.9% | +4.2% | +76.7% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling