+73.5%
TFC vs USFR
+28.5%
+45.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +8.6% | +0.4% | +8.3% | +8.3% |
| 3M | -4.3% | +1.0% | -5.4% | -5.1% |
| 6M | +5.4% | +2.0% | +3.4% | +3.8% |
| YTD | +4.5% | +3.4% | +1.1% | +1.7% |
| 1Y | +14.0% | +4.1% | +9.9% | +10.4% |
| 3Y | +93.4% | +14.4% | +79.0% | +73.2% |
| 5Y | +0.5% | +21.4% | -20.9% | -16.5% |
| All | +73.5% | +28.5% | +45.0% | +35.6% |
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