-26.3%
U vs TFC
+69.6%
-95.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | +24.4% | +1.7% | +22.6% | +22.9% |
| 30D | +7.4% | +9.0% | -1.6% | +1.8% |
| 3M | +16.8% | -2.1% | +18.9% | +17.7% |
| 6M | +78.8% | +3.4% | +75.4% | +73.0% |
| YTD | +14.0% | +5.3% | +8.7% | +8.8% |
| 1Y | +16.7% | +16.2% | +0.6% | +4.8% |
| 3Y | +86.4% | +94.8% | -8.4% | +26.2% |
| 5Y | -71.5% | -0.7% | -70.8% | -76.4% |
| All | -26.3% | +69.6% | -95.9% | -22.1% |
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