+75.9%
TFC vs USAR
-20.3%
+96.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | -0.7% |
| 7D | +0.1% | +8.8% | -8.7% | -0.1% |
| 30D | +8.6% | -28.5% | +37.1% | +9.2% |
| 3M | -4.3% | -56.2% | +51.8% | -3.0% |
| 6M | +5.4% | -68.4% | +73.8% | +7.3% |
| YTD | +4.5% | -32.2% | +36.7% | +4.7% |
| 1Y | +14.0% | -52.3% | +66.3% | +14.6% |
| 3Y | +93.4% | -21.2% | +114.6% | +100.5% |
| All | +75.9% | -20.3% | +96.1% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling