+1,381.0%
NET vs TFC
+30.8%
+1,350.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.5% | -3.5% |
| 7D | -16.4% | +5.1% | -21.4% | -17.7% |
| 30D | -25.8% | +9.8% | -35.6% | -28.1% |
| 3M | -11.5% | -2.4% | -9.1% | -11.1% |
| 6M | +18.9% | +4.9% | +14.0% | +16.2% |
| YTD | +35.2% | +6.6% | +28.7% | +31.0% |
| 1Y | +14.5% | +21.3% | -6.9% | +6.2% |
| 3Y | +313.8% | +89.0% | +224.8% | +235.6% |
| 5Y | +32.6% | +1.5% | +31.1% | +19.3% |
| All | +1,381.0% | +30.8% | +1,350.2% | +1,235.1% |
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