+93.7%
TFC vs NI
+69.0%
+24.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -2.5% | -0.6% | -1.9% | -2.3% |
| 30D | -2.8% | -1.4% | -1.4% | -2.3% |
| 3M | +2.1% | -10.6% | +12.7% | +6.9% |
| 6M | +10.1% | -9.9% | +20.0% | +14.6% |
| YTD | +5.4% | +1.2% | +4.3% | +3.8% |
| 1Y | +16.3% | +4.4% | +11.9% | +12.2% |
| All | +93.7% | +69.0% | +24.7% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling