+148.6%
TE vs TFC
+15.4%
+133.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -4.0% | +2.4% | -6.4% | -4.8% |
| 30D | -15.9% | -1.3% | -14.6% | -15.4% |
| 3M | -60.5% | +6.1% | -66.6% | -62.3% |
| 6M | -35.2% | +7.3% | -42.5% | -38.1% |
| YTD | -31.1% | +8.2% | -39.3% | -31.7% |
| 1Y | +148.6% | +14.4% | +134.2% | +148.9% |
| All | +148.6% | +15.4% | +133.3% | +148.9% |
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