+83.2%
TFC vs SN
+490.7%
-407.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +2.4% | -9.3% | +11.8% | +4.5% |
| 30D | -1.3% | -4.8% | +3.5% | -0.4% |
| 3M | +6.1% | +40.4% | -34.4% | -2.2% |
| 6M | +7.3% | +50.9% | -43.6% | -3.1% |
| YTD | +8.2% | +54.9% | -46.7% | -3.2% |
| 1Y | +14.4% | +43.0% | -28.6% | +3.9% |
| 3Y | +93.7% | +391.8% | -298.1% | +39.5% |
| All | +83.2% | +490.7% | -407.5% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling