+238.1%
TFC vs NDAQ
+2,327.9%
-2,089.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.9% |
| 7D | +2.4% | -2.4% | +4.9% | +3.4% |
| 30D | -1.3% | +2.5% | -3.8% | -2.4% |
| 3M | +6.1% | +9.9% | -3.9% | +1.4% |
| 6M | +7.3% | +9.4% | -2.1% | +2.3% |
| YTD | +8.2% | +0.4% | +7.8% | +6.4% |
| 1Y | +14.4% | +4.0% | +10.4% | +10.6% |
| 3Y | +93.7% | +94.4% | -0.7% | +43.5% |
| 5Y | +16.4% | +56.7% | -40.3% | -6.5% |
| 10Y | +101.6% | +375.3% | -273.7% | +4.3% |
| All | +238.1% | +2,327.9% | -2,089.8% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling