-53.4%
TE vs TFC
+21.5%
-74.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.1% | -6.9% |
| 7D | +0.9% | -2.5% | +3.4% | +1.8% |
| 30D | -16.3% | -2.8% | -13.4% | -15.3% |
| 3M | -40.8% | +2.1% | -42.9% | -41.8% |
| 6M | -42.6% | +10.1% | -52.7% | -45.5% |
| YTD | -31.4% | +5.4% | -36.9% | -33.5% |
| 1Y | +144.9% | +16.3% | +128.6% | +127.6% |
| 3Y | -26.0% | +95.9% | -121.9% | -38.2% |
| 5Y | -48.5% | +16.0% | -64.5% | -54.2% |
| All | -53.4% | +21.5% | -74.8% | -59.1% |
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