+504.6%
NOW vs TFC
+90.1%
+414.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.2% |
| 7D | -3.1% | +0.3% | -3.4% | -3.2% |
| 30D | -27.0% | +9.2% | -36.2% | -29.0% |
| 3M | -17.7% | -2.9% | -14.8% | -17.3% |
| 6M | +12.7% | +3.5% | +9.2% | +10.8% |
| YTD | -32.9% | +5.4% | -38.4% | -34.9% |
| 1Y | -40.4% | +17.3% | -57.7% | -44.0% |
| 3Y | -17.1% | +96.7% | -113.8% | -33.9% |
| 5Y | -25.7% | -1.1% | -24.6% | -29.7% |
| 10Y | +504.6% | +84.7% | +419.9% | +361.4% |
| All | +504.6% | +90.1% | +414.5% | +361.4% |
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