+107.9%
TFC vs NVD
-99.1%
+207.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.5% | -4.1% | +0.6% |
| 7D | -2.5% | +9.0% | -11.5% | -2.0% |
| 30D | -2.8% | -5.5% | +2.6% | -2.9% |
| 3M | +2.1% | -24.6% | +26.8% | +1.0% |
| 6M | +10.1% | -42.1% | +52.2% | +7.5% |
| YTD | +5.4% | -44.3% | +49.8% | +2.9% |
| 1Y | +16.3% | -54.2% | +70.5% | +12.7% |
| 3Y | +95.9% | -99.1% | +195.0% | +52.5% |
| All | +107.9% | -99.1% | +207.1% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling