+92.0%
TFC vs RUN
-33.3%
+125.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -10.6% | +10.4% | +1.0% |
| 7D | +1.7% | +0.3% | +1.4% | +1.5% |
| 30D | +9.0% | +14.0% | -5.0% | +7.0% |
| 3M | -2.1% | -11.8% | +9.6% | -1.3% |
| 6M | +3.4% | -40.4% | +43.7% | +8.1% |
| YTD | +5.3% | -52.7% | +58.0% | +11.0% |
| 1Y | +16.2% | -52.5% | +68.7% | +22.1% |
| 3Y | +94.8% | -7.7% | +102.5% | +63.4% |
| 5Y | -0.7% | -83.9% | +83.2% | -2.1% |
| 10Y | +80.9% | +84.9% | -4.1% | +22.7% |
| All | +92.0% | -33.3% | +125.3% | +34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling