+1,497.8%
TFX vs SPY
+3,056.6%
-1,558.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | -0.3% |
| 7D | +4.3% | -0.9% | +5.2% | +4.9% |
| 30D | +24.4% | -2.4% | +26.7% | +26.4% |
| 3M | +17.4% | -1.2% | +18.5% | +18.1% |
| 6M | +21.1% | +3.3% | +17.8% | +17.5% |
| YTD | +29.1% | +12.3% | +16.8% | +17.5% |
| 1Y | +40.8% | +12.4% | +28.4% | +28.0% |
| 3Y | -19.7% | +78.8% | -98.5% | -49.2% |
| 5Y | -52.0% | +75.2% | -127.2% | -69.1% |
| 10Y | +16.1% | +311.1% | -295.0% | -59.8% |
| All | +1,497.8% | +3,056.6% | -1,558.8% | +81.1% |
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