+8,200.6%
USB vs TFC
+2,555.7%
+5,644.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | -0.1% |
| 7D | +2.4% | +5.1% | -2.7% | -0.9% |
| 30D | +6.6% | +9.8% | -3.2% | +0.1% |
| 3M | -4.1% | -2.4% | -1.6% | -2.5% |
| 6M | +12.5% | +4.9% | +7.5% | +8.8% |
| YTD | +17.6% | +6.6% | +11.1% | +12.7% |
| 1Y | +36.5% | +21.3% | +15.2% | +20.0% |
| 3Y | +95.4% | +89.0% | +6.4% | +27.7% |
| 5Y | +26.1% | +1.5% | +24.6% | +21.9% |
| 10Y | +101.3% | +99.8% | +1.5% | +24.0% |
| All | +8,200.6% | +2,555.7% | +5,644.9% | +2,857.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling