+10.6%
TMO vs TFC
+15.3%
-4.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.6% | -2.4% | +1.8% | +0.1% |
| 30D | +1.1% | -3.4% | +4.5% | +2.1% |
| 3M | +28.3% | +0.4% | +27.9% | +27.8% |
| 6M | +23.3% | +12.7% | +10.6% | +18.3% |
| YTD | +5.5% | +5.6% | -0.1% | +3.1% |
| 1Y | +24.5% | +16.0% | +8.5% | +18.0% |
| 3Y | +19.6% | +94.0% | -74.4% | -3.0% |
| All | +10.6% | +15.3% | -4.7% | +2.6% |
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