+351.2%
TFC vs TPR
+8,206.4%
-7,855.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.7% | +12.1% | -10.3% | -2.6% |
| 30D | +9.0% | +16.7% | -7.7% | +2.8% |
| 3M | -2.1% | -17.4% | +15.3% | +3.6% |
| 6M | +3.4% | +2.3% | +1.1% | +0.7% |
| YTD | +5.3% | +7.1% | -1.8% | -0.1% |
| 1Y | +16.2% | +29.5% | -13.3% | +2.5% |
| 3Y | +94.8% | +415.0% | -320.3% | -1.6% |
| 5Y | -0.7% | +261.5% | -262.1% | -44.9% |
| 10Y | +80.9% | +383.3% | -302.4% | -20.8% |
| All | +351.2% | +8,206.4% | -7,855.1% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling