+201.6%
TGT vs TFC
+79.2%
+122.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | +2.6% | +2.3% | +0.4% | +1.9% |
| 30D | +4.7% | +10.8% | -6.1% | +1.3% |
| 3M | +4.6% | -3.8% | +8.3% | +5.8% |
| 6M | +34.9% | +9.6% | +25.3% | +30.5% |
| YTD | +70.9% | +5.8% | +65.1% | +67.0% |
| 1Y | +84.4% | +16.2% | +68.2% | +74.7% |
| 3Y | +69.1% | +96.0% | -26.9% | +36.3% |
| 5Y | -26.9% | +1.7% | -28.6% | -30.9% |
| All | +201.6% | +79.2% | +122.4% | +145.8% |
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