+16.2%
TFC vs TRI
-17.3%
+33.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +2.3% | -2.9% | +5.2% | +2.4% |
| 30D | +10.8% | +3.7% | +7.1% | +10.8% |
| 3M | -3.8% | +3.7% | -7.5% | -3.8% |
| 6M | +9.6% | +35.1% | -25.6% | +8.7% |
| YTD | +5.8% | -14.0% | +19.8% | +9.0% |
| 1Y | +16.2% | -19.0% | +35.1% | +23.4% |
| All | +16.2% | -17.3% | +33.5% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling