+15.6%
TFC vs SM
+111.2%
-95.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.6% | -5.8% | -2.8% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | -2.5% | +31.5% | -34.0% | -7.6% |
| 3M | +4.5% | +17.3% | -12.8% | +0.6% |
| 6M | +11.0% | +48.5% | -37.5% | +0.3% |
| YTD | +5.9% | +106.3% | -100.4% | -11.6% |
| 1Y | +14.6% | +47.3% | -32.7% | +2.7% |
| 3Y | +96.7% | -1.4% | +98.1% | +84.9% |
| 5Y | +15.6% | +114.0% | -98.5% | -18.2% |
| All | +15.6% | +111.2% | -95.7% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling