+911.5%
BE vs TFC
+45.6%
+865.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.3% |
| 7D | +20.0% | +2.4% | +17.6% | +18.0% |
| 30D | +7.9% | -1.3% | +9.2% | +9.0% |
| 3M | -13.2% | +6.1% | -19.3% | -17.6% |
| 6M | +53.5% | +7.3% | +46.1% | +44.8% |
| YTD | +191.0% | +8.2% | +182.8% | +171.3% |
| 1Y | +360.5% | +14.4% | +346.1% | +308.6% |
| 3Y | +1,568.0% | +93.7% | +1,474.3% | +905.4% |
| 5Y | +1,055.2% | +16.4% | +1,038.8% | +863.8% |
| All | +911.5% | +45.6% | +865.9% | +412.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling