+1,461.3%
TFC vs SPY
+2,954.7%
-1,493.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.3% |
| 7D | +1.2% | -2.7% | +3.9% | +4.2% |
| 30D | +8.3% | -5.4% | +13.7% | +14.9% |
| 3M | -5.2% | -4.1% | -1.1% | -1.0% |
| 6M | -0.8% | +0.7% | -1.5% | -2.3% |
| YTD | +3.4% | +8.7% | -5.2% | -6.5% |
| 1Y | +17.0% | +10.9% | +6.1% | +3.3% |
| 3Y | +86.2% | +75.0% | +11.2% | -0.9% |
| 5Y | -2.3% | +67.8% | -70.1% | -45.2% |
| 10Y | +93.9% | +312.9% | -218.9% | -57.6% |
| All | +1,461.3% | +2,954.7% | -1,493.4% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling