+95.6%
TFC vs TDY
+479.2%
-383.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.6% |
| 7D | -2.4% | -1.1% | -1.3% | -1.8% |
| 30D | -3.4% | -12.0% | +8.7% | +4.3% |
| 3M | +0.4% | -3.2% | +3.6% | +1.9% |
| 6M | +12.7% | -7.9% | +20.5% | +17.2% |
| YTD | +5.6% | +18.2% | -12.6% | -6.5% |
| 1Y | +16.0% | +6.7% | +9.4% | +9.1% |
| 3Y | +94.0% | +47.5% | +46.4% | +46.8% |
| 5Y | +16.2% | +39.5% | -23.4% | -10.6% |
| All | +95.6% | +479.2% | -383.7% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling