+5.9%
EXC vs TFC
+13.2%
-7.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.7% |
| 7D | +1.2% | +2.2% | -1.0% | +1.2% |
| 30D | -2.7% | -2.5% | -0.2% | -2.8% |
| 3M | -1.0% | +4.5% | -5.5% | -0.7% |
| 6M | -9.3% | +11.0% | -20.2% | -8.5% |
| YTD | +3.6% | +5.9% | -2.3% | +2.7% |
| 1Y | +5.9% | +14.6% | -8.7% | +5.2% |
| All | +5.9% | +13.2% | -7.3% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling