+95.6%
TFC vs RUN
+42.2%
+53.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.2% |
| 7D | -2.4% | -3.7% | +1.3% | -2.0% |
| 30D | -3.4% | -13.0% | +9.6% | -1.9% |
| 3M | +0.4% | -31.8% | +32.2% | +4.4% |
| 6M | +12.7% | -32.2% | +44.9% | +16.4% |
| YTD | +5.6% | -53.5% | +59.1% | +12.5% |
| 1Y | +16.0% | -46.5% | +62.6% | +20.4% |
| 3Y | +94.0% | -37.6% | +131.6% | +69.1% |
| 5Y | +16.2% | -80.9% | +97.0% | +11.7% |
| All | +95.6% | +42.2% | +53.4% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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