+95.6%
TFC vs TRI
+196.2%
-100.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.4% |
| 7D | -2.4% | -7.9% | +5.5% | +0.1% |
| 30D | -3.4% | -4.5% | +1.1% | -2.3% |
| 3M | +0.4% | +22.1% | -21.7% | -7.8% |
| 6M | +12.7% | -2.8% | +15.4% | +10.9% |
| YTD | +5.6% | -23.4% | +29.0% | +13.8% |
| 1Y | +16.0% | -41.5% | +57.6% | +41.8% |
| 3Y | +94.0% | -19.2% | +113.2% | +93.0% |
| 5Y | +16.2% | -9.4% | +25.6% | +6.2% |
| All | +95.6% | +196.2% | -100.7% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling