+15.6%
TFC vs SPG
+106.4%
-90.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.9% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | -2.5% | -4.9% | +2.5% | +0.8% |
| 3M | +4.5% | +3.3% | +1.2% | +2.0% |
| 6M | +11.0% | +11.2% | -0.2% | +2.9% |
| YTD | +5.9% | +17.1% | -11.2% | -5.3% |
| 1Y | +14.6% | +21.6% | -7.0% | -0.3% |
| 3Y | +96.7% | +111.9% | -15.1% | +16.1% |
| 5Y | +15.6% | +106.9% | -91.4% | -33.4% |
| All | +15.6% | +106.4% | -90.8% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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