+140.4%
EFA vs TFC
+98.5%
+41.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -2.4% | -2.5% | +0.1% | -1.6% |
| 30D | -2.2% | -2.8% | +0.6% | -1.4% |
| 3M | +5.7% | +2.1% | +3.5% | +4.7% |
| 6M | +8.2% | +10.1% | -1.9% | +4.7% |
| YTD | +11.8% | +5.4% | +6.3% | +9.4% |
| 1Y | +18.3% | +16.3% | +2.0% | +12.1% |
| 3Y | +64.9% | +95.9% | -30.9% | +30.0% |
| 5Y | +52.4% | +16.0% | +36.4% | +38.5% |
| All | +140.4% | +98.5% | +41.9% | +71.6% |
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 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