+21.3%
TFC vs SOLS
+22.7%
-1.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.2% |
| 7D | +2.2% | +4.5% | -2.3% | +2.0% |
| 30D | -2.5% | +6.0% | -8.5% | -2.8% |
| 3M | +4.5% | -19.7% | +24.2% | +4.9% |
| 6M | +11.0% | -10.4% | +21.4% | +10.2% |
| YTD | +5.9% | +33.3% | -27.4% | +2.2% |
| All | +21.3% | +22.7% | -1.4% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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