-22.7%
U vs TFC
+70.4%
-93.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.0% | +4.5% |
| 7D | +2.6% | +2.3% | +0.3% | +1.2% |
| 30D | +27.6% | +10.8% | +16.7% | +19.7% |
| 3M | +15.3% | -3.8% | +19.1% | +17.4% |
| 6M | +96.4% | +9.6% | +86.8% | +83.4% |
| YTD | +19.6% | +5.8% | +13.8% | +13.8% |
| 1Y | +42.1% | +16.2% | +25.9% | +27.6% |
| 3Y | +87.5% | +96.0% | -8.4% | +26.6% |
| 5Y | -73.1% | +1.7% | -74.8% | -77.8% |
| All | -22.7% | +70.4% | -93.1% | -18.5% |
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