+79.1%
TFC vs SN
+671.3%
-592.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.6% |
| 7D | +2.3% | +1.5% | +0.7% | +1.9% |
| 30D | +10.8% | +21.5% | -10.7% | +6.2% |
| 3M | -3.8% | +20.0% | -23.8% | -7.8% |
| 6M | +9.6% | +119.9% | -110.3% | -8.8% |
| YTD | +5.8% | +102.3% | -96.5% | -10.8% |
| 1Y | +16.2% | +148.0% | -131.8% | -6.5% |
| 3Y | +96.0% | +450.0% | -354.0% | +34.8% |
| All | +79.1% | +671.3% | -592.2% | +22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling