+16.0%
TFC vs LUNR
+73.3%
-57.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +0.2% |
| 7D | -2.4% | -3.1% | +0.7% | -2.3% |
| 30D | -3.4% | -15.3% | +12.0% | -3.0% |
| 3M | +0.4% | -53.2% | +53.6% | +2.7% |
| 6M | +12.7% | -22.2% | +34.9% | +11.7% |
| YTD | +5.6% | -11.6% | +17.2% | +2.7% |
| 1Y | +16.0% | +68.4% | -52.4% | +19.0% |
| All | +16.0% | +73.3% | -57.3% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 1y: compounded portfolio wealth divided by compounded LUNR 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…
1y analysis · Full analysis span regression · 6 months rolling