+310.7%
TFC vs TNA
+990.0%
-679.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.7% |
| 7D | +2.2% | +4.1% | -1.8% | +0.8% |
| 30D | -2.5% | -7.6% | +5.2% | +0.1% |
| 3M | +4.5% | +8.1% | -3.5% | +0.8% |
| 6M | +11.0% | +49.0% | -38.0% | -6.1% |
| YTD | +5.9% | +51.7% | -45.8% | -11.7% |
| 1Y | +14.6% | +59.6% | -45.0% | -7.8% |
| 3Y | +96.7% | +118.9% | -22.2% | +27.1% |
| 5Y | +15.6% | -19.2% | +34.8% | -6.4% |
| 10Y | +98.6% | +77.2% | +21.4% | -10.1% |
| All | +310.7% | +990.0% | -679.3% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling