-31.9%
TFX vs SPY
+78.7%
-110.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.6% |
| 7D | -2.5% | +0.5% | -3.0% | -2.9% |
| 30D | +1.7% | -0.9% | +2.7% | +2.5% |
| 3M | +4.3% | +3.9% | +0.4% | +1.1% |
| 6M | +21.5% | +14.5% | +7.0% | +9.1% |
| YTD | +13.2% | +12.9% | +0.2% | +2.7% |
| 1Y | +6.4% | +19.4% | -13.0% | -7.4% |
| 3Y | -31.9% | +78.5% | -110.4% | -62.7% |
| All | -31.9% | +78.7% | -110.6% | -62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling