+241.2%
TFC vs TRI
+518.6%
-277.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | +1.2% |
| 7D | +2.2% | -7.1% | +9.3% | +5.9% |
| 30D | -2.5% | -2.3% | -0.1% | -2.1% |
| 3M | +4.5% | +19.6% | -15.0% | -7.6% |
| 6M | +11.0% | -8.7% | +19.7% | +10.7% |
| YTD | +5.9% | -22.3% | +28.2% | +12.7% |
| 1Y | +14.6% | -40.7% | +55.2% | +42.1% |
| 3Y | +96.7% | -17.8% | +114.5% | +93.4% |
| 5Y | +15.6% | -8.5% | +24.1% | +4.3% |
| 10Y | +98.6% | +192.6% | -94.0% | -16.9% |
| All | +241.2% | +518.6% | -277.4% | -18.4% |
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 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