+18.3%
TMO vs TFC
+92.6%
-74.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -2.5% | -2.5% | 0.0% | -1.6% |
| 30D | -0.3% | -2.8% | +2.5% | +0.6% |
| 3M | +25.3% | +2.1% | +23.1% | +23.8% |
| 6M | +20.9% | +10.1% | +10.7% | +15.9% |
| YTD | +4.3% | +5.4% | -1.1% | +1.3% |
| 1Y | +27.0% | +16.3% | +10.7% | +18.7% |
| All | +18.3% | +92.6% | -74.3% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling