+737.9%
BE vs TFC
+41.7%
+696.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | 0.0% | +13.0% | +13.0% |
| 7D | +4.5% | -1.2% | +5.7% | +5.8% |
| 30D | -20.1% | +7.8% | -27.9% | -24.4% |
| 3M | -0.8% | -3.0% | +2.1% | +0.5% |
| 6M | -26.2% | +5.8% | -32.0% | -30.3% |
| YTD | +141.1% | +5.3% | +135.8% | +127.4% |
| 1Y | +64.8% | +15.7% | +49.2% | +44.7% |
| 3Y | +1,887.4% | +94.8% | +1,792.6% | +1,081.7% |
| 5Y | +518.1% | 0.0% | +518.1% | +470.8% |
| All | +737.9% | +41.7% | +696.2% | +329.1% |
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