+70.4%
TFC vs FND
+57.3%
+13.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -1.3% | -0.8% | -0.5% | -1.1% |
| 30D | -2.3% | -19.6% | +17.2% | +3.6% |
| 3M | +2.5% | -4.3% | +6.8% | +2.8% |
| 6M | +9.5% | -20.4% | +29.9% | +14.7% |
| YTD | +5.1% | -21.9% | +26.9% | +10.0% |
| 1Y | +15.5% | -45.2% | +60.7% | +33.1% |
| 3Y | +95.2% | -49.2% | +144.4% | +122.2% |
| 5Y | +14.5% | -61.8% | +76.3% | +33.8% |
| All | +70.4% | +57.3% | +13.1% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling