+6.4%
TFC vs AUR
-35.0%
+41.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.3% | +11.1% | -12.4% | -2.3% |
| 30D | -2.3% | -6.9% | +4.5% | -1.9% |
| 3M | +2.5% | +5.5% | -3.1% | +1.4% |
| 6M | +9.5% | +41.0% | -31.5% | +4.5% |
| YTD | +5.1% | +69.3% | -64.2% | -1.8% |
| 1Y | +15.5% | +14.0% | +1.4% | +11.7% |
| 3Y | +95.2% | +90.1% | +5.1% | +68.3% |
| 5Y | +14.5% | -34.4% | +48.9% | -7.4% |
| All | +6.4% | -35.0% | +41.4% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling