-68.0%
U vs TFC
+15.2%
-83.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +4.3% |
| 7D | +4.5% | +2.2% | +2.2% | +2.6% |
| 30D | -0.6% | -2.5% | +1.9% | +1.2% |
| 3M | +48.4% | +4.5% | +43.9% | +42.0% |
| 6M | +115.4% | +11.0% | +104.4% | +94.4% |
| YTD | -3.2% | +5.9% | -9.1% | -9.2% |
| 1Y | -6.0% | +14.6% | -20.6% | -17.4% |
| 3Y | +13.5% | +96.7% | -83.3% | -36.2% |
| 5Y | -68.0% | +15.6% | -83.6% | -71.9% |
| All | -68.0% | +15.2% | -83.2% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling