+1,972.6%
NOW vs TFC
+173.0%
+1,799.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -3.0% | +1.2% | -4.2% | -3.4% |
| 30D | -26.0% | +8.3% | -34.4% | -28.3% |
| 3M | -13.1% | -5.2% | -7.9% | -11.9% |
| 6M | +14.5% | -0.8% | +15.3% | +13.8% |
| YTD | -33.4% | +3.4% | -36.9% | -35.4% |
| 1Y | -40.6% | +17.0% | -57.6% | -45.0% |
| 3Y | -16.3% | +86.2% | -102.5% | -35.4% |
| 5Y | -26.3% | -2.3% | -24.0% | -30.0% |
| 10Y | +512.7% | +93.9% | +418.8% | +254.1% |
| All | +1,972.6% | +173.0% | +1,799.5% | +895.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling