+323.4%
TFC vs SPXU
-100.0%
+423.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.6% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | -1.3% | +0.8% | -2.1% | -0.9% |
| 3M | +6.1% | -4.7% | +10.8% | +4.6% |
| 6M | +7.3% | -29.6% | +37.0% | -5.4% |
| YTD | +8.2% | -29.9% | +38.1% | -4.3% |
| 1Y | +14.4% | -39.1% | +53.5% | -3.7% |
| 3Y | +93.7% | -80.0% | +173.7% | +17.2% |
| 5Y | +16.4% | -86.0% | +102.4% | -26.6% |
| 10Y | +101.6% | -99.5% | +201.1% | -50.4% |
| All | +323.4% | -100.0% | +423.4% | -73.2% |
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