+16.0%
TFC vs NI
+94.6%
-78.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -2.5% | -0.6% | -1.9% | -2.2% |
| 30D | -2.8% | -1.4% | -1.4% | -2.2% |
| 3M | +2.1% | -10.6% | +12.7% | +7.1% |
| 6M | +10.1% | -9.9% | +20.0% | +14.9% |
| YTD | +5.4% | +1.2% | +4.3% | +4.0% |
| 1Y | +16.3% | +4.4% | +11.9% | +12.6% |
| 3Y | +95.9% | +68.6% | +27.3% | +47.4% |
| 5Y | +16.0% | +98.0% | -82.0% | -21.6% |
| All | +16.0% | +94.6% | -78.6% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling