+16.0%
TFC vs TRI
-11.1%
+27.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.6% |
| 7D | -2.5% | -14.4% | +11.9% | +0.1% |
| 30D | -2.8% | -8.1% | +5.3% | -1.6% |
| 3M | +2.1% | +17.5% | -15.4% | -1.7% |
| 6M | +10.1% | -5.0% | +15.1% | +10.2% |
| YTD | +5.4% | -24.7% | +30.1% | +12.6% |
| 1Y | +16.3% | -41.5% | +57.8% | +35.2% |
| 3Y | +95.9% | -20.3% | +116.2% | +92.7% |
| 5Y | +16.0% | -10.9% | +26.9% | +2.3% |
| All | +16.0% | -11.1% | +27.1% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling