+92.5%
USB vs TFC
+84.5%
+8.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -0.5% |
| 7D | -1.5% | +1.1% | -2.5% | -2.3% |
| 30D | +4.3% | +7.8% | -3.5% | -1.8% |
| 3M | -6.1% | -4.8% | -1.3% | -2.4% |
| 6M | +9.4% | +1.8% | +7.6% | +7.4% |
| YTD | +15.2% | +4.4% | +10.8% | +10.8% |
| 1Y | +32.8% | +18.0% | +14.8% | +15.8% |
| All | +92.5% | +84.5% | +8.0% | +8.5% |
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 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