+96.0%
TFC vs SM
-3.9%
+99.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +2.3% | +9.4% | -7.1% | +0.9% |
| 30D | +10.8% | -14.4% | +25.2% | +12.8% |
| 3M | -3.8% | +1.6% | -5.3% | -5.0% |
| 6M | +9.6% | +6.3% | +3.2% | +6.3% |
| YTD | +5.8% | +78.8% | -73.0% | -11.3% |
| 1Y | +16.2% | +83.1% | -67.0% | -3.5% |
| 3Y | +96.0% | -5.9% | +101.9% | +73.9% |
| All | +96.0% | -3.9% | +99.9% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling