+96.0%
TFC vs LUNR
+348.3%
-252.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +2.3% | +24.2% | -21.9% | +1.1% |
| 30D | +10.8% | +18.0% | -7.2% | +9.6% |
| 3M | -3.8% | -26.0% | +22.2% | -2.8% |
| 6M | +9.6% | -63.6% | +73.1% | +14.0% |
| YTD | +5.8% | -19.9% | +25.7% | +3.5% |
| 1Y | +16.2% | +50.1% | -33.9% | +8.6% |
| 3Y | +96.0% | +374.5% | -278.5% | +72.9% |
| All | +96.0% | +348.3% | -252.3% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling