+363.7%
TFC vs TPR
+7,380.8%
-7,017.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.4% | -2.3% | +4.7% | +3.3% |
| 30D | -1.3% | -23.0% | +21.7% | +7.5% |
| 3M | +6.1% | -12.5% | +18.5% | +9.9% |
| 6M | +7.3% | -21.4% | +28.8% | +15.0% |
| YTD | +8.2% | -3.5% | +11.7% | +7.1% |
| 1Y | +14.4% | +17.4% | -2.9% | +4.5% |
| 3Y | +93.7% | +291.3% | -197.5% | +8.7% |
| 5Y | +16.4% | +241.9% | -225.5% | -34.1% |
| 10Y | +101.6% | +322.7% | -221.1% | -7.1% |
| All | +363.7% | +7,380.8% | -7,017.1% | +5.0% |
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