+86.2%
TFC vs SN
+397.9%
-311.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.6% |
| 7D | +1.2% | +7.2% | -6.0% | -0.5% |
| 30D | +8.3% | +20.4% | -12.1% | +3.5% |
| 3M | -5.2% | +23.9% | -29.1% | -10.3% |
| 6M | -0.8% | +93.0% | -93.8% | -16.6% |
| YTD | +3.4% | +99.2% | -95.8% | -14.4% |
| 1Y | +17.0% | +142.6% | -125.6% | -8.1% |
| 3Y | +86.2% | +398.8% | -312.6% | +14.1% |
| All | +86.2% | +397.9% | -311.8% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling