+71.0%
UBER vs TFC
+42.4%
+28.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.4% |
| 7D | -7.0% | -1.3% | -5.7% | -6.5% |
| 30D | -8.9% | -2.3% | -6.6% | -8.0% |
| 3M | +1.0% | +2.5% | -1.5% | -0.7% |
| 6M | -3.7% | +9.5% | -13.2% | -8.5% |
| YTD | -13.0% | +5.1% | -18.1% | -16.0% |
| 1Y | -25.5% | +15.5% | -41.0% | -31.5% |
| 3Y | +50.5% | +95.2% | -44.7% | +4.9% |
| 5Y | +76.2% | +14.5% | +61.7% | +56.3% |
| All | +71.0% | +42.4% | +28.6% | +19.1% |
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