+15.6%
TFC vs FND
-61.9%
+77.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -0.9% |
| 7D | +2.2% | +0.4% | +1.9% | +2.1% |
| 30D | -2.5% | -23.6% | +21.1% | +4.7% |
| 3M | +4.5% | +4.3% | +0.2% | +2.2% |
| 6M | +11.0% | -20.3% | +31.3% | +16.2% |
| YTD | +5.9% | -21.3% | +27.2% | +10.6% |
| 1Y | +14.6% | -45.4% | +59.9% | +32.2% |
| 3Y | +96.7% | -48.9% | +145.6% | +122.7% |
| 5Y | +15.6% | -61.0% | +76.6% | +29.7% |
| All | +15.6% | -61.9% | +77.4% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling