+12,377.6%
TSM vs TFC
+401.0%
+11,976.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.8% |
| 7D | -2.5% | +0.3% | -2.8% | -2.6% |
| 30D | -14.3% | +9.2% | -23.4% | -17.3% |
| 3M | -7.2% | -2.9% | -4.3% | -6.5% |
| 6M | -5.1% | +3.5% | -8.6% | -7.4% |
| YTD | +28.9% | +5.4% | +23.5% | +24.6% |
| 1Y | +37.1% | +17.3% | +19.8% | +26.9% |
| 3Y | +341.5% | +96.7% | +244.8% | +224.6% |
| 5Y | +245.7% | -1.1% | +246.8% | +223.5% |
| 10Y | +1,502.2% | +84.7% | +1,417.5% | +941.1% |
| All | +12,377.6% | +401.0% | +11,976.6% | +3,928.0% |
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