+46.5%
TFC vs NTR
+97.9%
-51.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -2.4% | -1.3% | -1.1% | -1.9% |
| 30D | -3.4% | +16.8% | -20.1% | -9.7% |
| 3M | +0.4% | +20.7% | -20.3% | -8.0% |
| 6M | +12.7% | +0.5% | +12.1% | +10.4% |
| YTD | +5.6% | +29.2% | -23.6% | -8.8% |
| 1Y | +16.0% | +39.6% | -23.6% | -4.1% |
| 3Y | +94.0% | +37.9% | +56.1% | +56.1% |
| 5Y | +16.2% | +47.1% | -30.9% | -23.2% |
| All | +46.5% | +97.9% | -51.5% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling