-25.8%
TE vs TFC
+20.8%
-46.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.0% | -6.5% | -4.3% |
| 7D | +3.8% | +5.1% | -1.3% | +2.2% |
| 30D | -26.2% | +9.8% | -36.0% | -28.6% |
| 3M | -49.7% | -2.4% | -47.3% | -49.1% |
| 6M | -46.5% | +4.9% | -51.4% | -49.1% |
| YTD | -59.1% | +6.6% | -65.7% | -56.0% |
| 1Y | -25.8% | +21.3% | -47.1% | -25.3% |
| All | -25.8% | +20.8% | -46.6% | -25.3% |
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