+96.7%
TFC vs SYY
+25.4%
+71.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.9% | -2.0% |
| 7D | +2.2% | -2.8% | +5.0% | +3.2% |
| 30D | -2.5% | -5.3% | +2.8% | -0.7% |
| 3M | +4.5% | +5.1% | -0.5% | +2.6% |
| 6M | +11.0% | -5.0% | +16.0% | +12.2% |
| YTD | +5.9% | +10.7% | -4.8% | -0.7% |
| 1Y | +14.6% | +0.7% | +13.9% | +12.5% |
| 3Y | +96.7% | +24.0% | +72.7% | +59.2% |
| All | +96.7% | +25.4% | +71.3% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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