+14.0%
TFC vs TNA
-23.3%
+37.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.2% |
| 7D | -2.4% | -7.3% | +4.8% | -0.1% |
| 30D | -3.4% | -14.2% | +10.8% | +1.2% |
| 3M | +0.4% | -4.6% | +5.0% | +1.2% |
| 6M | +12.7% | +36.9% | -24.2% | -0.5% |
| YTD | +5.6% | +42.5% | -37.0% | -8.6% |
| 1Y | +16.0% | +45.8% | -29.7% | -1.8% |
| 3Y | +94.0% | +104.7% | -10.7% | +32.9% |
| All | +14.0% | -23.3% | +37.3% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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