-77.1%
SE vs TFC
-0.4%
-76.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.0% |
| 7D | +3.3% | +0.3% | +3.0% | +3.2% |
| 30D | -18.2% | +9.2% | -27.3% | -21.8% |
| 3M | -31.3% | -2.9% | -28.4% | -30.5% |
| 6M | -10.1% | +3.5% | -13.6% | -12.7% |
| YTD | -38.9% | +5.4% | -44.3% | -41.5% |
| 1Y | -48.0% | +17.3% | -65.3% | -53.2% |
| 3Y | +78.8% | +96.7% | -17.9% | +14.1% |
| 5Y | -77.1% | -1.1% | -76.0% | -74.9% |
| All | -77.1% | -0.4% | -76.7% | -74.9% |
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 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