+91.7%
USB vs TFC
+90.2%
+1.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.2% |
| 7D | 0.0% | +1.2% | -1.2% | -1.0% |
| 30D | +5.8% | +8.3% | -2.5% | -0.6% |
| 3M | -6.0% | -5.2% | -0.8% | -2.0% |
| 6M | +7.8% | -0.8% | +8.6% | +8.2% |
| YTD | +14.6% | +3.4% | +11.1% | +11.2% |
| 1Y | +31.8% | +17.0% | +14.8% | +16.3% |
| 3Y | +91.5% | +86.2% | +5.4% | +16.3% |
| 5Y | +22.0% | -2.3% | +24.3% | +18.9% |
| All | +91.7% | +90.2% | +1.6% | +5.5% |
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