+66.3%
UBER vs TFC
+41.7%
+24.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -3.1% | +8.6% | -11.7% | -6.6% |
| 3M | -8.3% | -4.3% | -3.9% | -6.6% |
| 6M | -9.5% | +5.4% | -14.9% | -12.4% |
| YTD | -15.4% | +4.5% | -19.9% | -18.2% |
| 1Y | -26.1% | +14.0% | -40.1% | -31.5% |
| 3Y | +34.0% | +93.4% | -59.4% | -5.9% |
| 5Y | +53.2% | +0.5% | +52.7% | +45.2% |
| All | +66.3% | +41.7% | +24.6% | +16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling