+203.4%
TGT vs TFC
+98.5%
+104.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -5.0% | -2.5% | -2.6% | -4.3% |
| 30D | +3.0% | -2.8% | +5.9% | +4.0% |
| 3M | +22.6% | +2.1% | +20.5% | +21.5% |
| 6M | +31.2% | +10.1% | +21.1% | +26.7% |
| YTD | +63.7% | +5.4% | +58.3% | +60.1% |
| 1Y | +78.5% | +16.3% | +62.2% | +69.0% |
| 3Y | +40.5% | +95.9% | -55.3% | +13.0% |
| 5Y | -25.6% | +16.0% | -41.6% | -32.0% |
| All | +203.4% | +98.5% | +104.9% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling