+521.8%
NOW vs TFC
+81.3%
+440.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -5.6% | -1.2% | -4.4% | -5.2% |
| 30D | -26.8% | +7.8% | -34.5% | -28.5% |
| 3M | -19.4% | -3.0% | -16.5% | -19.0% |
| 6M | +12.3% | +5.8% | +6.5% | +9.7% |
| YTD | -32.9% | +5.3% | -38.2% | -34.9% |
| 1Y | -40.3% | +15.7% | -56.0% | -43.7% |
| 3Y | -19.1% | +94.8% | -113.9% | -35.3% |
| 5Y | -24.4% | 0.0% | -24.4% | -28.6% |
| 10Y | +521.8% | +79.0% | +442.8% | +361.1% |
| All | +521.8% | +81.3% | +440.5% | +361.1% |
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