+69.8%
TFI vs SPY
+635.2%
-565.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -1.4% | +0.1% | -1.4% | -1.4% |
| 3M | -2.2% | +2.0% | -4.2% | -2.3% |
| 6M | -2.1% | +13.0% | -15.1% | -2.4% |
| YTD | -0.9% | +13.5% | -14.5% | -1.2% |
| 1Y | +2.3% | +20.0% | -17.7% | +1.9% |
| 3Y | +7.8% | +77.2% | -69.4% | +6.6% |
| 5Y | -2.6% | +81.9% | -84.5% | -3.8% |
| 10Y | +11.9% | +314.1% | -302.1% | +10.0% |
| All | +69.8% | +635.2% | -565.4% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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