+33.5%
EXC vs TFC
+95.5%
-62.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +1.4% | +1.2% | +0.2% | +1.3% |
| 30D | +8.6% | +9.7% | -1.1% | +8.0% |
| 3M | +2.4% | -4.8% | +7.2% | +2.6% |
| 6M | +6.5% | +8.4% | -2.0% | +6.0% |
| YTD | +9.0% | +4.7% | +4.4% | +8.4% |
| 1Y | +4.6% | +15.0% | -10.4% | +3.2% |
| 3Y | +33.5% | +93.9% | -60.4% | +20.0% |
| All | +33.5% | +95.5% | -62.0% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling