+376.6%
EFA vs TFC
+241.5%
+135.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | -0.3% |
| 7D | +2.2% | +2.3% | 0.0% | +1.4% |
| 30D | +1.4% | +10.8% | -9.4% | -2.3% |
| 3M | -4.2% | -3.8% | -0.4% | -3.0% |
| 6M | +1.9% | +9.6% | -7.7% | -1.8% |
| YTD | +10.2% | +5.8% | +4.4% | +7.2% |
| 1Y | +12.8% | +16.2% | -3.4% | +6.0% |
| 3Y | +65.2% | +96.0% | -30.8% | +25.4% |
| 5Y | +49.8% | +1.7% | +48.1% | +39.2% |
| 10Y | +145.2% | +79.9% | +65.3% | +68.0% |
| All | +376.6% | +241.5% | +135.1% | +110.4% |
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