-16.6%
TE vs TFC
+93.4%
-110.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.1% | +12.1% | +12.5% |
| 7D | +18.2% | +2.2% | +16.0% | +14.8% |
| 30D | -13.5% | -2.5% | -11.0% | -11.1% |
| 3M | -44.6% | +4.5% | -49.1% | -49.6% |
| 6M | -24.7% | +11.0% | -35.7% | -37.3% |
| YTD | -24.3% | +5.9% | -30.1% | -33.1% |
| 1Y | +155.6% | +14.6% | +141.0% | +100.3% |
| All | -16.6% | +93.4% | -110.0% | -63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling