+97.2%
TFC vs USFR
+28.0%
+69.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -2.3% | +0.3% | -2.6% | -2.5% |
| 3M | +2.5% | +1.0% | +1.5% | +1.7% |
| 6M | +9.5% | +1.9% | +7.5% | +7.9% |
| YTD | +5.1% | +2.7% | +2.4% | +2.9% |
| 1Y | +15.5% | +4.0% | +11.5% | +11.8% |
| 3Y | +95.2% | +14.0% | +81.1% | +75.1% |
| 5Y | +14.5% | +20.4% | -5.9% | -4.2% |
| 10Y | +97.2% | +28.0% | +69.2% | +54.0% |
| All | +97.2% | +28.0% | +69.2% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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