+99.5%
U vs TFC
+82.8%
+16.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +6.2% |
| 7D | +36.6% | +1.2% | +35.4% | +35.0% |
| 30D | +13.3% | +8.3% | +5.0% | +6.5% |
| 3M | +26.2% | -5.2% | +31.3% | +30.3% |
| 6M | +88.7% | -0.8% | +89.5% | +86.5% |
| YTD | +16.6% | +3.4% | +13.1% | +10.7% |
| 1Y | +29.0% | +17.0% | +11.9% | +10.1% |
| 3Y | +99.5% | +86.2% | +13.3% | +2.4% |
| All | +99.5% | +82.8% | +16.7% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling