+47.6%
EXC vs TFC
+16.2%
+31.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | +0.3% | +2.4% | -2.1% | 0.0% |
| 30D | -3.7% | -1.3% | -2.4% | -3.6% |
| 3M | -1.3% | +6.1% | -7.4% | -2.0% |
| 6M | -9.7% | +7.3% | -17.0% | -10.6% |
| YTD | +2.9% | +8.2% | -5.3% | +1.6% |
| 1Y | +4.4% | +14.4% | -10.0% | +2.3% |
| 3Y | +22.2% | +93.7% | -71.5% | +9.5% |
| All | +47.6% | +16.2% | +31.4% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling