+314.0%
TFC vs SPXU
-100.0%
+413.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.7% |
| 7D | +2.3% | -7.6% | +9.8% | -0.8% |
| 30D | +10.8% | +5.3% | +5.5% | +13.8% |
| 3M | -3.8% | +9.6% | -13.4% | +0.8% |
| 6M | +9.6% | -4.5% | +14.1% | +9.1% |
| YTD | +5.8% | -25.9% | +31.7% | -3.5% |
| 1Y | +16.2% | -28.9% | +45.0% | +4.4% |
| 3Y | +96.0% | -80.5% | +176.4% | +17.1% |
| 5Y | +1.7% | -83.4% | +85.1% | -30.9% |
| 10Y | +79.9% | -99.5% | +179.3% | -54.6% |
| All | +314.0% | -100.0% | +413.9% | -73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling