+337.1%
TFC vs SPYG
+561.6%
-224.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.7% |
| 7D | +2.2% | +1.2% | +1.1% | +1.3% |
| 30D | -2.5% | -1.6% | -0.9% | -1.3% |
| 3M | +4.5% | +3.4% | +1.2% | +0.9% |
| 6M | +11.0% | +18.9% | -7.9% | -5.2% |
| YTD | +5.9% | +13.8% | -7.9% | -6.2% |
| 1Y | +14.6% | +20.6% | -6.0% | -3.8% |
| 3Y | +96.7% | +100.5% | -3.8% | +6.1% |
| 5Y | +15.6% | +84.6% | -69.0% | -34.1% |
| 10Y | +98.6% | +410.8% | -312.2% | -51.8% |
| All | +337.1% | +561.6% | -224.5% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling