+98.8%
TFC vs SM
+15.3%
+83.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.6% | -5.8% | -2.7% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | -2.5% | +31.5% | -34.0% | -7.0% |
| 3M | +4.5% | +17.3% | -12.8% | +1.1% |
| 6M | +11.0% | +48.5% | -37.5% | +2.1% |
| YTD | +5.9% | +106.3% | -100.4% | -8.2% |
| 1Y | +14.6% | +47.3% | -32.7% | +4.6% |
| 3Y | +96.7% | -1.4% | +98.1% | +87.5% |
| 5Y | +15.6% | +114.0% | -98.5% | -6.6% |
| All | +98.8% | +15.3% | +83.5% | +15.7% |
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