+14.4%
TFC vs SN
+46.4%
-31.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +2.4% | -9.3% | +11.8% | +4.2% |
| 30D | -1.3% | -4.8% | +3.5% | -0.6% |
| 3M | +6.1% | +40.4% | -34.4% | -1.6% |
| 6M | +7.3% | +50.9% | -43.6% | -2.7% |
| YTD | +8.2% | +54.9% | -46.7% | -2.4% |
| 1Y | +14.4% | +43.0% | -28.6% | +6.5% |
| All | +14.4% | +46.4% | -31.9% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling