+121.8%
TFC vs USFR
+28.6%
+93.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +9.0% | +0.4% | +8.6% | +8.7% |
| 3M | -2.1% | +1.1% | -3.2% | -2.8% |
| 6M | +3.4% | +2.1% | +1.3% | +2.0% |
| YTD | +5.3% | +3.4% | +1.8% | +3.0% |
| 1Y | +16.2% | +4.1% | +12.1% | +13.2% |
| 3Y | +94.8% | +14.4% | +80.4% | +78.7% |
| 5Y | -0.7% | +21.4% | -22.1% | -12.8% |
| 10Y | +80.9% | +28.5% | +52.3% | +53.1% |
| All | +121.8% | +28.6% | +93.2% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling