+96.7%
TFC vs USFR
+14.0%
+82.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.2% | -2.0% |
| 7D | +2.2% | +0.1% | +2.2% | +2.5% |
| 30D | -2.5% | +0.3% | -2.8% | -1.3% |
| 3M | +4.5% | +1.0% | +3.6% | +8.5% |
| 6M | +11.0% | +1.9% | +9.0% | +19.3% |
| YTD | +5.9% | +2.7% | +3.2% | +16.2% |
| 1Y | +14.6% | +4.0% | +10.5% | +30.5% |
| 3Y | +96.7% | +14.0% | +82.7% | +265.5% |
| All | +96.7% | +14.0% | +82.7% | +265.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling