+96.7%
TFC vs RUN
-35.6%
+132.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.8% | -2.4% |
| 7D | +2.2% | +10.2% | -7.9% | +1.5% |
| 30D | -2.5% | -9.6% | +7.1% | -1.8% |
| 3M | +4.5% | -31.5% | +36.0% | +7.1% |
| 6M | +11.0% | -18.7% | +29.7% | +11.8% |
| YTD | +5.9% | -49.9% | +55.8% | +9.7% |
| 1Y | +14.6% | -45.5% | +60.1% | +17.3% |
| 3Y | +96.7% | -34.1% | +130.8% | +69.0% |
| All | +96.7% | -35.6% | +132.3% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling