+2,451.3%
EXC vs TFC
+2,478.0%
-26.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.8% |
| 7D | -1.2% | +1.2% | -2.4% | -1.4% |
| 30D | +10.0% | +8.3% | +1.6% | +8.2% |
| 3M | +1.6% | -5.2% | +6.8% | +2.7% |
| 6M | +3.3% | -0.8% | +4.1% | +3.2% |
| YTD | +7.6% | +3.4% | +4.1% | +6.2% |
| 1Y | +3.5% | +17.0% | -13.5% | -0.5% |
| 3Y | +27.7% | +86.2% | -58.5% | +9.2% |
| 5Y | +41.1% | -2.3% | +43.4% | +35.1% |
| 10Y | +178.2% | +93.9% | +84.3% | +121.4% |
| All | +2,451.3% | +2,478.0% | -26.7% | +1,415.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling