+96.6%
TFC vs TPR
+292.1%
-195.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.4% | -2.3% | +4.7% | +3.1% |
| 30D | -1.3% | -23.0% | +21.7% | +5.6% |
| 3M | +6.1% | -12.5% | +18.5% | +8.8% |
| 6M | +7.3% | -21.4% | +28.8% | +13.3% |
| YTD | +8.2% | -3.5% | +11.7% | +6.9% |
| 1Y | +14.4% | +17.4% | -2.9% | +5.5% |
| All | +96.6% | +292.1% | -195.4% | +7.6% |
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