+372.3%
SE vs TFC
+55.2%
+317.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | 0.0% | +1.7% | -1.7% | -0.5% |
| 30D | -19.4% | +9.0% | -28.4% | -21.9% |
| 3M | -33.1% | -2.1% | -31.0% | -32.7% |
| 6M | -11.4% | +3.4% | -14.8% | -13.1% |
| YTD | -39.8% | +5.3% | -45.1% | -41.4% |
| 1Y | -50.5% | +16.2% | -66.6% | -53.6% |
| 3Y | +68.9% | +94.8% | -25.9% | +28.9% |
| 5Y | -77.1% | -0.7% | -76.4% | -78.2% |
| All | +372.3% | +55.2% | +317.1% | +287.8% |
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