+97.2%
TFC vs NDAQ
+374.8%
-277.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.3% |
| 7D | -1.3% | -1.6% | +0.3% | -0.4% |
| 30D | -2.3% | -1.5% | -0.9% | -1.6% |
| 3M | +2.5% | +8.0% | -5.6% | -3.3% |
| 6M | +9.5% | +7.7% | +1.7% | +2.7% |
| YTD | +5.1% | -2.3% | +7.4% | +4.0% |
| 1Y | +15.5% | +0.6% | +14.9% | +11.7% |
| 3Y | +95.2% | +90.9% | +4.2% | +20.5% |
| 5Y | +14.5% | +52.5% | -38.0% | -19.6% |
| 10Y | +97.2% | +380.3% | -283.1% | -36.0% |
| All | +97.2% | +374.8% | -277.6% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 10y: compounded portfolio wealth divided by compounded NDAQ 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…
10y analysis · Full analysis span regression · 6 months rolling