+1,465.3%
TFX vs SPY
+3,045.4%
-1,580.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.8% |
| 7D | +0.7% | +3.3% | -2.6% | -1.8% |
| 30D | +23.1% | -2.7% | +25.8% | +25.4% |
| 3M | +12.6% | -1.7% | +14.4% | +13.9% |
| 6M | +19.3% | +3.1% | +16.2% | +16.0% |
| YTD | +26.5% | +11.9% | +14.6% | +15.4% |
| 1Y | +38.9% | +12.0% | +26.9% | +26.6% |
| 3Y | -21.3% | +78.2% | -99.5% | -50.1% |
| 5Y | -53.3% | +73.2% | -126.5% | -69.7% |
| 10Y | +13.7% | +309.6% | -296.0% | -60.5% |
| All | +1,465.3% | +3,045.4% | -1,580.1% | +78.0% |
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