+94.6%
TFC vs SPXU
-80.1%
+174.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -1.5% |
| 7D | +2.2% | -1.5% | +3.7% | +1.8% |
| 30D | -2.5% | +3.7% | -6.2% | -1.1% |
| 3M | +4.5% | -9.6% | +14.1% | +1.4% |
| 6M | +11.0% | -32.4% | +43.3% | -2.5% |
| YTD | +5.9% | -28.7% | +34.6% | -4.5% |
| 1Y | +14.6% | -38.2% | +52.8% | -1.5% |
| All | +94.6% | -80.1% | +174.7% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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