+641.7%
BE vs TFC
+41.7%
+600.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.2% | -4.3% |
| 7D | -13.4% | +1.7% | -15.1% | -14.2% |
| 30D | -33.9% | +9.0% | -42.9% | -38.0% |
| 3M | -12.0% | -2.1% | -9.8% | -11.3% |
| 6M | -29.0% | +3.4% | -32.3% | -31.9% |
| YTD | +113.4% | +5.3% | +108.1% | +101.3% |
| 1Y | +33.2% | +16.2% | +17.0% | +16.5% |
| 3Y | +1,659.2% | +94.8% | +1,564.4% | +946.0% |
| 5Y | +461.4% | -0.7% | +462.0% | +421.1% |
| All | +641.7% | +41.7% | +600.0% | +279.9% |
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