+47.6%
ON vs TFC
+20.8%
+26.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.8% | -3.0% |
| 7D | -5.8% | +5.1% | -10.9% | -7.8% |
| 30D | -17.1% | +9.8% | -26.9% | -20.5% |
| 3M | -11.8% | -2.4% | -9.4% | -10.8% |
| 6M | -30.2% | +4.9% | -35.1% | -32.4% |
| YTD | +31.6% | +6.6% | +25.0% | +18.5% |
| 1Y | +47.6% | +21.3% | +26.2% | +7.2% |
| All | +47.6% | +20.8% | +26.8% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling