+108.6%
TFC vs NVD
-98.5%
+207.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.9% | -2.7% | +1.4% |
| 7D | +2.3% | +28.6% | -26.4% | +3.7% |
| 30D | +10.8% | +73.6% | -62.8% | +14.3% |
| 3M | -3.8% | +70.1% | -73.8% | -0.6% |
| 6M | +9.6% | +53.6% | -44.0% | +13.1% |
| YTD | +5.8% | -7.0% | +12.8% | +6.3% |
| 1Y | +16.2% | -9.0% | +25.2% | +16.8% |
| 3Y | +96.0% | -98.3% | +194.3% | +59.3% |
| All | +108.6% | -98.5% | +207.2% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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