+98.6%
TFC vs TPR
+305.2%
-206.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -0.6% |
| 7D | +2.2% | -3.4% | +5.6% | +3.6% |
| 30D | -2.5% | -27.3% | +24.8% | +9.6% |
| 3M | +4.5% | -16.2% | +20.8% | +10.5% |
| 6M | +11.0% | -17.9% | +28.9% | +17.4% |
| YTD | +5.9% | -7.1% | +13.0% | +6.0% |
| 1Y | +14.6% | +13.6% | +1.0% | +4.5% |
| 3Y | +96.7% | +293.7% | -197.0% | +0.4% |
| 5Y | +15.6% | +239.1% | -223.5% | -40.2% |
| 10Y | +98.6% | +311.2% | -212.6% | -28.5% |
| All | +98.6% | +305.2% | -206.6% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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