+14.4%
TFC vs NI
+1.4%
+13.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +2.4% | +2.0% | +0.4% | +2.1% |
| 30D | -1.3% | -3.5% | +2.2% | -0.7% |
| 3M | +6.1% | -9.1% | +15.2% | +7.7% |
| 6M | +7.3% | -11.8% | +19.2% | +9.3% |
| YTD | +8.2% | +1.1% | +7.1% | +9.1% |
| 1Y | +14.4% | +6.7% | +7.7% | +14.0% |
| All | +14.4% | +1.4% | +13.0% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling