+93.7%
TFC vs FND
-50.8%
+144.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | -2.5% | -5.1% | +2.6% | -1.1% |
| 30D | -2.8% | -22.5% | +19.7% | +4.0% |
| 3M | +2.1% | -5.0% | +7.2% | +2.5% |
| 6M | +10.1% | -21.5% | +31.6% | +16.0% |
| YTD | +5.4% | -23.0% | +28.5% | +10.9% |
| 1Y | +16.3% | -44.9% | +61.2% | +35.0% |
| All | +93.7% | -50.8% | +144.5% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling