+75.5%
TFC vs FND
+66.0%
+9.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.4% |
| 7D | +2.4% | -5.2% | +7.6% | +3.9% |
| 30D | -1.3% | -19.9% | +18.6% | +4.7% |
| 3M | +6.1% | +2.7% | +3.3% | +4.2% |
| 6M | +7.3% | -21.7% | +29.0% | +13.0% |
| YTD | +8.2% | -17.5% | +25.7% | +11.6% |
| 1Y | +14.4% | -39.3% | +53.7% | +28.0% |
| 3Y | +93.7% | -49.8% | +143.5% | +121.2% |
| 5Y | +16.4% | -60.1% | +76.5% | +34.4% |
| All | +75.5% | +66.0% | +9.5% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling