+2.1%
TFC vs LUNR
+34.7%
-32.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +2.3% | +24.2% | -21.9% | +1.9% |
| 30D | +10.8% | +18.0% | -7.2% | +10.4% |
| 3M | -3.8% | -26.0% | +22.2% | -3.5% |
| 6M | +9.6% | -63.6% | +73.1% | +10.9% |
| YTD | +5.8% | -19.9% | +25.7% | +5.3% |
| 1Y | +16.2% | +50.1% | -33.9% | +14.3% |
| 3Y | +96.0% | +374.5% | -278.5% | +91.5% |
| All | +2.1% | +34.7% | -32.6% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling