+1,502.2%
TSM vs TFC
+90.1%
+1,412.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.9% |
| 7D | -2.5% | +0.3% | -2.8% | -2.6% |
| 30D | -14.3% | +9.2% | -23.4% | -16.7% |
| 3M | -7.2% | -2.9% | -4.3% | -6.6% |
| 6M | -5.1% | +3.5% | -8.6% | -6.9% |
| YTD | +28.9% | +5.4% | +23.5% | +25.4% |
| 1Y | +37.1% | +17.3% | +19.8% | +28.7% |
| 3Y | +341.5% | +96.7% | +244.8% | +244.7% |
| 5Y | +245.7% | -1.1% | +246.8% | +228.9% |
| 10Y | +1,502.2% | +84.7% | +1,417.5% | +1,332.5% |
| All | +1,502.2% | +90.1% | +1,412.2% | +1,332.5% |
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