+16.2%
TFC vs SPYG
+8.5%
+7.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.4% |
| 7D | +2.3% | +2.3% | -0.1% | +1.7% |
| 30D | +10.8% | -6.5% | +17.3% | +12.3% |
| 3M | -3.8% | -6.8% | +3.1% | -2.4% |
| 6M | +9.6% | -3.1% | +12.7% | +10.0% |
| YTD | +5.8% | +8.0% | -2.2% | -0.8% |
| 1Y | +16.2% | +10.2% | +5.9% | +8.8% |
| All | +16.2% | +8.5% | +7.7% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling