+16.3%
TFC vs UL
-10.0%
+26.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.6% |
| 7D | -2.5% | -4.1% | +1.6% | -1.7% |
| 30D | -2.8% | -1.2% | -1.6% | -2.6% |
| 3M | +2.1% | +6.0% | -3.8% | +1.0% |
| 6M | +10.1% | -5.5% | +15.6% | +9.4% |
| YTD | +5.4% | -3.3% | +8.8% | +4.2% |
| 1Y | +16.3% | -9.8% | +26.1% | +19.1% |
| All | +16.3% | -10.0% | +26.3% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling