+2.2%
TFC vs LUNR
+62.5%
-60.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.9% | -8.0% | -2.2% |
| 7D | +2.2% | +6.5% | -4.3% | +2.1% |
| 30D | -2.5% | -4.4% | +1.9% | -2.4% |
| 3M | +4.5% | -47.3% | +51.8% | +5.4% |
| 6M | +11.0% | -11.1% | +22.0% | +10.7% |
| YTD | +5.9% | -3.4% | +9.3% | +5.2% |
| 1Y | +14.6% | +85.8% | -71.2% | +12.5% |
| 3Y | +96.7% | +264.7% | -167.9% | +91.8% |
| All | +2.2% | +62.5% | -60.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling