+13.9%
TFC vs TDY
+37.4%
-23.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.2% |
| 7D | -2.5% | -1.9% | -0.6% | -1.5% |
| 30D | -2.8% | -12.5% | +9.7% | +4.3% |
| 3M | +2.1% | -0.8% | +3.0% | +2.1% |
| 6M | +10.1% | -9.0% | +19.1% | +14.8% |
| YTD | +5.4% | +16.8% | -11.4% | -5.3% |
| 1Y | +16.3% | +9.5% | +6.9% | +8.1% |
| 3Y | +95.9% | +45.4% | +50.5% | +52.1% |
| All | +13.9% | +37.4% | -23.5% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling