-25.1%
NOW vs TFC
+1.3%
-26.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.1% |
| 7D | +0.3% | +2.3% | -2.0% | -0.5% |
| 30D | -27.0% | +10.8% | -37.8% | -29.8% |
| 3M | -19.6% | -3.8% | -15.9% | -18.8% |
| 6M | +17.5% | +9.6% | +7.9% | +12.4% |
| YTD | -33.3% | +5.8% | -39.0% | -36.0% |
| 1Y | -39.8% | +16.2% | -56.0% | -44.6% |
| 3Y | -19.9% | +96.0% | -115.9% | -41.8% |
| All | -25.1% | +1.3% | -26.4% | -25.2% |
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 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