+35.3%
UBER vs TFC
+96.6%
-61.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +1.2% | -1.2% | +2.4% | +1.6% |
| 30D | -1.1% | +7.8% | -8.9% | -3.6% |
| 3M | -10.0% | -3.0% | -7.0% | -9.2% |
| 6M | -7.2% | +5.8% | -13.0% | -9.8% |
| YTD | -13.5% | +5.3% | -18.8% | -16.1% |
| 1Y | -24.5% | +15.7% | -40.2% | -29.6% |
| All | +35.3% | +96.6% | -61.3% | +7.4% |
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