+465.4%
BE vs TFC
-0.4%
+465.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.9% | +10.0% | +10.6% |
| 7D | -1.2% | +0.3% | -1.5% | -1.4% |
| 30D | -30.9% | +9.2% | -40.0% | -35.0% |
| 3M | -11.6% | -2.9% | -8.7% | -10.4% |
| 6M | -25.7% | +3.5% | -29.2% | -28.7% |
| YTD | +123.1% | +5.4% | +117.7% | +110.4% |
| 1Y | +43.4% | +17.3% | +26.1% | +24.8% |
| 3Y | +1,683.6% | +96.7% | +1,587.0% | +960.4% |
| 5Y | +465.4% | -1.1% | +466.5% | +375.6% |
| All | +465.4% | -0.4% | +465.9% | +375.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling