+94.0%
TFC vs NTRS
+168.2%
-74.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.6% |
| 7D | -2.4% | +1.4% | -3.8% | -3.3% |
| 30D | -3.4% | -0.7% | -2.7% | -2.9% |
| 3M | +0.4% | +11.3% | -10.9% | -6.8% |
| 6M | +12.7% | +35.5% | -22.9% | -9.5% |
| YTD | +5.6% | +40.6% | -35.0% | -17.9% |
| 1Y | +16.0% | +49.2% | -33.2% | -13.8% |
| 3Y | +94.0% | +167.2% | -73.2% | -13.9% |
| All | +94.0% | +168.2% | -74.2% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 3y: compounded portfolio wealth divided by compounded NTRS 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…
3y analysis · Full analysis span regression · 6 months rolling