+2,624.8%
TFC vs UL
+2,729.0%
-104.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | -1.2% | -1.7% | +0.5% | -0.5% |
| 30D | +7.8% | +4.5% | +3.3% | +5.8% |
| 3M | -3.0% | +5.5% | -8.4% | -5.2% |
| 6M | +5.8% | +17.0% | -11.2% | -1.2% |
| YTD | +5.3% | +3.2% | +2.1% | +2.9% |
| 1Y | +15.7% | -1.9% | +17.6% | +15.2% |
| 3Y | +94.8% | +33.6% | +61.2% | +67.6% |
| 5Y | 0.0% | +31.5% | -31.5% | -14.9% |
| 10Y | +79.0% | +103.9% | -24.9% | +24.4% |
| All | +2,624.8% | +2,729.0% | -104.2% | +923.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling