+75.7%
TFC vs TPR
+364.3%
-288.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +2.3% | -0.3% | +2.6% | +2.4% |
| 30D | +10.8% | +15.1% | -4.3% | +4.5% |
| 3M | -3.8% | +3.5% | -7.3% | -5.6% |
| 6M | +9.6% | +0.4% | +9.1% | +7.1% |
| YTD | +5.8% | +4.6% | +1.2% | +0.6% |
| 1Y | +16.2% | +33.1% | -16.9% | -0.2% |
| 3Y | +96.0% | +396.0% | -300.0% | -9.3% |
| 5Y | +1.7% | +230.3% | -228.6% | -46.3% |
| All | +75.7% | +364.3% | -288.6% | -37.8% |
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