+16.7%
U vs TFC
+16.8%
-0.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +24.4% | +1.7% | +22.6% | +23.5% |
| 30D | +7.4% | +9.0% | -1.6% | +4.2% |
| 3M | +16.8% | -2.1% | +18.9% | +17.2% |
| 6M | +78.8% | +3.4% | +75.4% | +74.7% |
| YTD | +14.0% | +5.3% | +8.7% | +15.0% |
| 1Y | +16.7% | +16.2% | +0.6% | +8.8% |
| All | +16.7% | +16.8% | -0.1% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling