+95.1%
TFC vs UL
+34.1%
+61.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -1.2% | -1.7% | +0.5% | -1.0% |
| 30D | +7.8% | +4.5% | +3.3% | +7.2% |
| 3M | -3.0% | +5.5% | -8.4% | -3.6% |
| 6M | +5.8% | +17.0% | -11.2% | +4.1% |
| YTD | +5.3% | +3.2% | +2.1% | +4.1% |
| 1Y | +15.7% | -1.9% | +17.6% | +14.5% |
| All | +95.1% | +34.1% | +61.0% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling