+16.0%
TFC vs NTR
+45.0%
-29.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.8% | +0.9% |
| 7D | -2.5% | -2.5% | 0.0% | -2.0% |
| 30D | -2.8% | +17.0% | -19.9% | -6.3% |
| 3M | +2.1% | +22.2% | -20.0% | -2.7% |
| 6M | +10.1% | +5.2% | +4.9% | +7.8% |
| YTD | +5.4% | +29.7% | -24.2% | -2.9% |
| 1Y | +16.3% | +39.4% | -23.1% | +4.7% |
| 3Y | +95.9% | +38.2% | +57.7% | +73.6% |
| 5Y | +16.0% | +47.6% | -31.6% | -17.2% |
| All | +16.0% | +45.0% | -29.0% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling