+46.9%
TFC vs NTR
+103.6%
-56.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.7% | -2.8% |
| 7D | +2.2% | +3.8% | -1.6% | +0.6% |
| 30D | -2.5% | +25.2% | -27.7% | -11.6% |
| 3M | +4.5% | +21.0% | -16.5% | -4.2% |
| 6M | +11.0% | +7.6% | +3.4% | +5.4% |
| YTD | +5.9% | +32.9% | -27.0% | -9.6% |
| 1Y | +14.6% | +43.1% | -28.5% | -6.2% |
| 3Y | +96.7% | +41.6% | +55.1% | +56.6% |
| 5Y | +15.6% | +54.8% | -39.2% | -25.7% |
| All | +46.9% | +103.6% | -56.7% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling