+93.6%
TFC vs TPR
+404.6%
-311.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +0.1% | -1.1% | +1.2% | +0.4% |
| 30D | +8.6% | +15.1% | -6.5% | +4.4% |
| 3M | -4.3% | -13.4% | +9.1% | -1.4% |
| 6M | +5.4% | +1.4% | +4.1% | +3.2% |
| YTD | +4.5% | +4.8% | -0.3% | +0.8% |
| 1Y | +14.0% | +29.2% | -15.2% | +3.0% |
| All | +93.6% | +404.6% | -311.0% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling