+589.4%
SE vs TFC
+59.5%
+529.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -6.1% | +2.4% | -8.5% | -6.9% |
| 30D | -2.5% | -1.3% | -1.2% | -2.0% |
| 3M | +21.7% | +6.1% | +15.7% | +18.7% |
| 6M | +27.0% | +7.3% | +19.7% | +23.1% |
| YTD | -12.1% | +8.2% | -20.3% | -15.2% |
| 1Y | -40.9% | +14.4% | -55.3% | -44.3% |
| 3Y | +191.0% | +93.7% | +97.3% | +122.6% |
| 5Y | -68.3% | +16.4% | -84.7% | -71.0% |
| All | +589.4% | +59.5% | +529.9% | +461.5% |
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