+17.3%
TFC vs SPY
+82.0%
-64.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | -1.3% | +0.1% | -1.4% | -1.4% |
| 3M | +6.1% | +2.0% | +4.1% | +3.4% |
| 6M | +7.3% | +13.0% | -5.7% | -6.6% |
| YTD | +8.2% | +13.5% | -5.3% | -6.4% |
| 1Y | +14.4% | +20.0% | -5.5% | -7.0% |
| 3Y | +93.7% | +77.2% | +16.5% | +2.4% |
| All | +17.3% | +82.0% | -64.7% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling