+23.7%
EXC vs TFC
+94.1%
-70.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | +0.3% | +2.4% | -2.1% | +0.1% |
| 30D | -3.7% | -1.3% | -2.4% | -3.6% |
| 3M | -1.3% | +6.1% | -7.4% | -1.7% |
| 6M | -9.7% | +7.3% | -17.0% | -10.2% |
| YTD | +2.9% | +8.2% | -5.3% | +2.0% |
| 1Y | +4.4% | +14.4% | -10.0% | +2.8% |
| All | +23.7% | +94.1% | -70.4% | +7.0% |
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