+240.8%
TFC vs TRI
+584.3%
-343.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +2.3% | -2.9% | +5.2% | +3.7% |
| 30D | +10.8% | +3.7% | +7.1% | +7.9% |
| 3M | -3.8% | +3.7% | -7.5% | -7.5% |
| 6M | +9.6% | +35.1% | -25.6% | -11.8% |
| YTD | +5.8% | -14.0% | +19.8% | +5.4% |
| 1Y | +16.2% | -19.0% | +35.1% | +19.8% |
| 3Y | +96.0% | -12.0% | +108.0% | +84.2% |
| 5Y | +1.7% | +0.6% | +1.0% | -13.5% |
| 10Y | +79.9% | +225.4% | -145.6% | -29.7% |
| All | +240.8% | +584.3% | -343.5% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling