+96.0%
TFC vs SPYG
+91.6%
+4.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.7% |
| 7D | +2.3% | +2.3% | -0.1% | +0.9% |
| 30D | +10.8% | -6.5% | +17.3% | +14.7% |
| 3M | -3.8% | -6.8% | +3.1% | -0.2% |
| 6M | +9.6% | -3.1% | +12.7% | +10.5% |
| YTD | +5.8% | +8.0% | -2.2% | -1.1% |
| 1Y | +16.2% | +10.2% | +5.9% | +7.0% |
| 3Y | +96.0% | +91.0% | +5.0% | +14.8% |
| All | +96.0% | +91.6% | +4.4% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling