+95.6%
TFC vs SU
+267.2%
-171.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -2.4% | +2.2% | -4.6% | -3.3% |
| 30D | -3.4% | +8.4% | -11.8% | -6.5% |
| 3M | +0.4% | +12.1% | -11.7% | -4.5% |
| 6M | +12.7% | +19.7% | -7.0% | +3.3% |
| YTD | +5.6% | +58.4% | -52.8% | -14.0% |
| 1Y | +16.0% | +67.2% | -51.2% | -7.7% |
| 3Y | +94.0% | +125.0% | -31.1% | +33.5% |
| 5Y | +16.2% | +355.1% | -338.9% | -43.9% |
| All | +95.6% | +267.2% | -171.7% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 10y: compounded portfolio wealth divided by compounded SU 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…
10y analysis · Full analysis span regression · 6 months rolling