+120.1%
TFC vs USFR
+28.6%
+91.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.4% |
| 3M | -4.3% | +1.0% | -5.4% | -5.0% |
| 6M | +5.4% | +2.0% | +3.4% | +4.1% |
| YTD | +4.5% | +3.4% | +1.1% | +2.3% |
| 1Y | +14.0% | +4.1% | +9.9% | +11.1% |
| 3Y | +93.4% | +14.4% | +79.0% | +77.3% |
| 5Y | +0.5% | +21.4% | -20.9% | -11.8% |
| 10Y | +77.7% | +28.5% | +49.2% | +50.4% |
| All | +120.1% | +28.6% | +91.6% | +83.4% |
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