+93.6%
TFC vs SN
+425.1%
-331.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | 0.0% |
| 7D | +0.1% | +1.4% | -1.3% | -0.3% |
| 30D | +8.6% | +16.6% | -8.0% | +4.6% |
| 3M | -4.3% | +18.3% | -22.6% | -8.5% |
| 6M | +5.4% | +103.1% | -97.6% | -12.6% |
| YTD | +4.5% | +96.7% | -92.2% | -13.3% |
| 1Y | +14.0% | +134.3% | -120.3% | -9.8% |
| All | +93.6% | +425.1% | -331.5% | +16.5% |
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