+1,784.6%
BE vs TFC
+98.6%
+1,686.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.1% | +11.8% | +11.1% |
| 7D | +29.8% | +2.2% | +27.5% | +27.6% |
| 30D | +26.4% | -2.5% | +28.9% | +28.5% |
| 3M | +9.3% | +4.5% | +4.8% | +4.3% |
| 6M | +105.1% | +11.0% | +94.1% | +86.3% |
| YTD | +219.0% | +5.9% | +213.2% | +199.0% |
| 1Y | +418.8% | +14.6% | +404.2% | +351.9% |
| 3Y | +1,784.6% | +96.7% | +1,687.8% | +766.6% |
| All | +1,784.6% | +98.6% | +1,686.0% | +766.6% |
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