-6.5%
U vs TFC
+13.9%
-20.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | +4.4% | -1.3% | +5.7% | +5.0% |
| 30D | -1.3% | -2.3% | +1.0% | -0.3% |
| 3M | +49.6% | +2.5% | +47.1% | +46.1% |
| 6M | +100.2% | +9.5% | +90.7% | +83.4% |
| YTD | -3.7% | +5.1% | -8.7% | -7.2% |
| 1Y | -6.5% | +15.5% | -22.0% | -21.6% |
| All | -6.5% | +13.9% | -20.4% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling