+93.7%
TFC vs AUR
+81.4%
+12.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.6% |
| 7D | -2.5% | +0.2% | -2.6% | -2.5% |
| 30D | -2.8% | -8.9% | +6.1% | -2.1% |
| 3M | +2.1% | +4.6% | -2.5% | +1.1% |
| 6M | +10.1% | +44.9% | -34.7% | +4.0% |
| YTD | +5.4% | +64.8% | -59.4% | -2.3% |
| 1Y | +16.3% | +16.4% | 0.0% | +11.7% |
| All | +93.7% | +81.4% | +12.3% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 3y: compounded portfolio wealth divided by compounded AUR 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…
3y analysis · Full analysis span regression · 6 months rolling