-34.3%
TLT vs TFC
-2.5%
-31.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +0.1% | +1.2% | -1.1% | +0.1% |
| 30D | +6.2% | +8.3% | -2.2% | +6.1% |
| 3M | +0.1% | -5.2% | +5.2% | +0.1% |
| 6M | -3.0% | -0.8% | -2.2% | -3.0% |
| YTD | -2.7% | +3.4% | -6.2% | -2.8% |
| 1Y | -4.8% | +17.0% | -21.9% | -4.9% |
| 3Y | +6.9% | +86.2% | -79.3% | +7.3% |
| All | -34.3% | -2.5% | -31.8% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling