+15.4%
TFC vs NOC
+56.1%
-40.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | +2.2% | -2.7% | +4.9% | +2.6% |
| 30D | -2.5% | -8.9% | +6.4% | -1.5% |
| 3M | +4.5% | -3.7% | +8.2% | +4.9% |
| 6M | +11.0% | -30.8% | +41.8% | +15.4% |
| YTD | +5.9% | -7.9% | +13.8% | +6.2% |
| 1Y | +14.6% | -9.4% | +24.0% | +15.1% |
| 3Y | +96.7% | +29.0% | +67.8% | +86.0% |
| All | +15.4% | +56.1% | -40.7% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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