+16.0%
TFC vs SU
+341.5%
-325.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.5% | +1.7% | -4.1% | -3.0% |
| 30D | -2.8% | +9.6% | -12.5% | -5.5% |
| 3M | +2.1% | +11.7% | -9.6% | -1.6% |
| 6M | +10.1% | +21.9% | -11.8% | +2.1% |
| YTD | +5.4% | +58.6% | -53.2% | -11.0% |
| 1Y | +16.3% | +66.5% | -50.2% | -3.6% |
| 3Y | +95.9% | +121.4% | -25.6% | +44.5% |
| 5Y | +16.0% | +355.7% | -339.7% | -37.2% |
| All | +16.0% | +341.5% | -325.5% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling