+597.0%
SE vs TFC
+56.1%
+540.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.9% |
| 7D | +0.6% | +2.2% | -1.6% | -0.2% |
| 30D | -0.1% | -2.5% | +2.4% | +0.7% |
| 3M | +34.1% | +4.5% | +29.6% | +31.4% |
| 6M | +23.2% | +11.0% | +12.2% | +17.9% |
| YTD | -11.2% | +5.9% | -17.1% | -13.6% |
| 1Y | -40.5% | +14.6% | -55.1% | -44.0% |
| 3Y | +196.3% | +96.7% | +99.6% | +125.5% |
| 5Y | -67.0% | +15.6% | -82.6% | -69.8% |
| All | +597.0% | +56.1% | +540.9% | +472.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling