-40.5%
SE vs TFC
+13.2%
-53.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.6% |
| 7D | +0.6% | +2.2% | -1.6% | +0.1% |
| 30D | -0.1% | -2.5% | +2.4% | +0.4% |
| 3M | +34.1% | +4.5% | +29.6% | +31.7% |
| 6M | +23.2% | +11.0% | +12.2% | +18.0% |
| YTD | -11.2% | +5.9% | -17.1% | -13.7% |
| 1Y | -40.5% | +14.6% | -55.1% | -43.9% |
| All | -40.5% | +13.2% | -53.8% | -43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling