+229.4%
TFC vs SNY
+241.5%
-12.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -2.5% | -3.6% | +1.2% | -0.9% |
| 30D | -2.8% | -1.9% | -0.9% | -2.1% |
| 3M | +2.1% | -2.0% | +4.1% | +2.8% |
| 6M | +10.1% | +2.5% | +7.6% | +8.5% |
| YTD | +5.4% | -7.0% | +12.4% | +8.1% |
| 1Y | +16.3% | -4.4% | +20.7% | +17.4% |
| 3Y | +95.9% | -8.4% | +104.3% | +94.0% |
| 5Y | +16.0% | +9.5% | +6.4% | +3.1% |
| 10Y | +97.9% | +64.3% | +33.6% | +41.2% |
| All | +229.4% | +241.5% | -12.1% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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