-79.9%
TE vs TFC
+20.4%
-100.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.7% | -6.8% | -7.2% |
| 7D | -13.6% | +0.1% | -13.7% | -13.6% |
| 30D | -37.7% | +8.6% | -46.3% | -39.9% |
| 3M | -59.8% | -4.3% | -55.5% | -59.1% |
| 6M | -66.3% | +5.4% | -71.8% | -67.3% |
| YTD | -70.5% | +4.5% | -75.0% | -71.3% |
| 1Y | -48.8% | +14.0% | -62.8% | -52.1% |
| 3Y | +31.3% | +93.4% | -62.0% | +9.6% |
| 5Y | -82.0% | +0.5% | -82.5% | -83.9% |
| All | -79.9% | +20.4% | -100.3% | -82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling