+32.8%
NET vs TFC
+15.4%
+17.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -7.0% | +2.4% | -9.4% | -7.2% |
| 30D | -4.8% | -1.3% | -3.5% | -4.5% |
| 3M | +3.8% | +6.1% | -2.2% | +2.6% |
| 6M | +50.0% | +7.3% | +42.7% | +47.7% |
| YTD | +41.5% | +8.2% | +33.3% | +38.5% |
| 1Y | +32.8% | +14.4% | +18.4% | +20.2% |
| All | +32.8% | +15.4% | +17.5% | +20.2% |
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