+131.2%
TLT vs TFC
+252.2%
-121.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -0.4% | +2.4% | -2.8% | -0.1% |
| 30D | -0.6% | -1.3% | +0.7% | -0.7% |
| 3M | -2.7% | +6.1% | -8.8% | -2.0% |
| 6M | -5.6% | +7.3% | -13.0% | -4.7% |
| YTD | -2.8% | +8.2% | -11.0% | -1.7% |
| 1Y | -1.4% | +14.4% | -15.9% | +0.4% |
| 3Y | -1.6% | +93.7% | -95.3% | +8.0% |
| 5Y | -33.8% | +16.4% | -50.2% | -31.1% |
| 10Y | -21.1% | +101.6% | -122.7% | -6.8% |
| All | +131.2% | +252.2% | -121.0% | +223.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling