+1,683.6%
BE vs TFC
+91.2%
+1,592.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.9% | +10.0% | +10.7% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | -30.9% | +9.2% | -40.0% | -34.8% |
| 3M | -11.6% | -2.9% | -8.7% | -10.3% |
| 6M | -25.7% | +3.5% | -29.2% | -28.7% |
| YTD | +123.1% | +5.4% | +117.7% | +109.7% |
| 1Y | +43.4% | +17.3% | +26.1% | +23.8% |
| 3Y | +1,683.6% | +96.7% | +1,587.0% | +649.2% |
| All | +1,683.6% | +91.2% | +1,592.4% | +649.2% |
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 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