+97.2%
TFC vs SPY
+312.5%
-215.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.2% |
| 7D | -1.3% | -0.4% | -0.9% | -0.9% |
| 30D | -2.3% | -1.4% | -1.0% | -0.7% |
| 3M | +2.5% | +3.7% | -1.2% | -2.4% |
| 6M | +9.5% | +13.0% | -3.5% | -6.2% |
| YTD | +5.1% | +12.4% | -7.3% | -9.4% |
| 1Y | +15.5% | +18.5% | -3.1% | -6.9% |
| 3Y | +95.2% | +77.6% | +17.5% | -4.4% |
| 5Y | +14.5% | +81.7% | -67.2% | -45.4% |
| 10Y | +97.2% | +319.7% | -222.5% | -66.9% |
| All | +97.2% | +312.5% | -215.3% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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