+2,640.5%
TFC vs NI
+5,156.7%
-2,516.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.4% | -2.7% |
| 7D | +2.2% | +2.3% | 0.0% | +1.1% |
| 30D | -2.5% | -1.7% | -0.8% | -1.7% |
| 3M | +4.5% | -8.0% | +12.6% | +8.5% |
| 6M | +11.0% | -8.6% | +19.6% | +15.4% |
| YTD | +5.9% | +2.3% | +3.6% | +4.1% |
| 1Y | +14.6% | +6.9% | +7.6% | +9.9% |
| 3Y | +96.7% | +70.6% | +26.2% | +49.4% |
| 5Y | +15.6% | +96.4% | -80.8% | -19.1% |
| 10Y | +98.6% | +136.1% | -37.5% | +24.1% |
| All | +2,640.5% | +5,156.7% | -2,516.1% | +509.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling