+96.6%
TFC vs SN
+389.7%
-293.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +2.4% | -9.3% | +11.8% | +4.7% |
| 30D | -1.3% | -4.8% | +3.5% | -0.3% |
| 3M | +6.1% | +40.4% | -34.4% | -3.2% |
| 6M | +7.3% | +50.9% | -43.6% | -4.2% |
| YTD | +8.2% | +54.9% | -46.7% | -4.4% |
| 1Y | +14.4% | +43.0% | -28.6% | +2.8% |
| All | +96.6% | +389.7% | -293.0% | +26.5% |
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 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