+183.8%
EXC vs TFC
+90.1%
+93.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.9% | -0.4% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | +9.3% | +9.2% | +0.2% | +6.9% |
| 3M | +1.0% | -2.9% | +3.9% | +1.7% |
| 6M | +5.9% | +3.5% | +2.4% | +4.7% |
| YTD | +7.6% | +5.4% | +2.2% | +5.3% |
| 1Y | +2.4% | +17.3% | -14.9% | -2.7% |
| 3Y | +30.2% | +96.7% | -66.4% | +3.5% |
| 5Y | +41.4% | -1.1% | +42.5% | +35.9% |
| 10Y | +183.8% | +84.7% | +99.0% | +130.5% |
| All | +183.8% | +90.1% | +93.7% | +130.5% |
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