+395.7%
EFA vs TFC
+249.3%
+146.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +0.6% | +2.4% | -1.8% | -0.3% |
| 30D | +0.9% | -1.3% | +2.2% | +1.3% |
| 3M | +4.9% | +6.1% | -1.2% | +2.4% |
| 6M | +8.6% | +7.3% | +1.2% | +5.4% |
| YTD | +14.6% | +8.2% | +6.4% | +10.7% |
| 1Y | +22.6% | +14.4% | +8.2% | +15.8% |
| 3Y | +66.5% | +93.7% | -27.2% | +26.6% |
| 5Y | +54.5% | +16.4% | +38.1% | +36.5% |
| 10Y | +144.8% | +101.6% | +43.2% | +60.5% |
| All | +395.7% | +249.3% | +146.5% | +117.3% |
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