+49.5%
EQT vs TFC
+98.5%
-48.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -1.2% | -2.5% | +1.3% | -0.1% |
| 30D | +1.1% | -2.8% | +3.9% | +2.2% |
| 3M | +4.8% | +2.1% | +2.6% | +3.4% |
| 6M | -10.6% | +10.1% | -20.7% | -15.2% |
| YTD | +3.4% | +5.4% | -2.0% | -0.5% |
| 1Y | +8.7% | +16.3% | -7.7% | -0.2% |
| 3Y | +35.0% | +95.9% | -60.9% | -5.4% |
| 5Y | +204.2% | +16.0% | +188.3% | +163.4% |
| All | +49.5% | +98.5% | -48.9% | -14.2% |
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