+1,924.6%
NOW vs TFC
+177.9%
+1,746.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -2.9% | -3.0% |
| 7D | -8.7% | +1.7% | -10.5% | -9.3% |
| 30D | -29.3% | +9.0% | -38.3% | -31.6% |
| 3M | -21.8% | -2.1% | -19.7% | -21.6% |
| 6M | +9.2% | +3.4% | +5.9% | +7.0% |
| YTD | -35.0% | +5.3% | -40.3% | -37.3% |
| 1Y | -42.5% | +16.2% | -58.7% | -46.5% |
| 3Y | -21.5% | +94.8% | -116.3% | -40.4% |
| 5Y | -25.8% | -0.7% | -25.1% | -29.9% |
| 10Y | +506.3% | +80.9% | +425.5% | +272.9% |
| All | +1,924.6% | +177.9% | +1,746.7% | +866.2% |
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