+86.2%
TFC vs TPR
+407.4%
-321.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | +1.2% | +14.2% | -13.0% | -2.5% |
| 30D | +8.3% | +17.1% | -8.7% | +3.6% |
| 3M | -5.2% | -17.7% | +12.5% | -0.9% |
| 6M | -0.8% | -10.2% | +9.4% | +0.5% |
| YTD | +3.4% | +4.9% | -1.5% | -0.2% |
| 1Y | +17.0% | +36.1% | -19.1% | +4.1% |
| 3Y | +86.2% | +416.5% | -330.3% | -11.2% |
| All | +86.2% | +407.4% | -321.2% | -11.2% |
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