+14.5%
TFC vs SPXU
-85.9%
+100.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.3% |
| 7D | -1.3% | +1.3% | -2.6% | -0.8% |
| 30D | -2.3% | +5.1% | -7.5% | -0.4% |
| 3M | +2.5% | -9.1% | +11.6% | -0.6% |
| 6M | +9.5% | -29.6% | +39.1% | -2.4% |
| YTD | +5.1% | -27.7% | +32.7% | -4.8% |
| 1Y | +15.5% | -37.0% | +52.4% | +0.1% |
| 3Y | +95.2% | -80.2% | +175.3% | +23.6% |
| 5Y | +14.5% | -86.0% | +100.5% | -25.0% |
| All | +14.5% | -85.9% | +100.3% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling