+93.0%
TFC vs LUNR
+241.9%
-148.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | -0.5% |
| 7D | -1.3% | +0.5% | -1.8% | -1.3% |
| 30D | -2.3% | -5.3% | +3.0% | -2.2% |
| 3M | +2.5% | -45.6% | +48.1% | +5.4% |
| 6M | +9.5% | -17.4% | +26.8% | +8.4% |
| YTD | +5.1% | -7.9% | +13.0% | +2.3% |
| 1Y | +15.5% | +77.6% | -62.2% | +6.7% |
| All | +93.0% | +241.9% | -148.9% | +64.8% |
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