-45.4%
TE vs TFC
+14.8%
-60.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.3% |
| 7D | +15.0% | -1.3% | +16.3% | +16.1% |
| 30D | -7.5% | -2.3% | -5.2% | -6.0% |
| 3M | -42.0% | +2.5% | -44.4% | -44.3% |
| 6M | -31.4% | +9.5% | -40.9% | -38.0% |
| YTD | -26.5% | +5.1% | -31.6% | -31.1% |
| 1Y | +153.1% | +15.5% | +137.6% | +118.1% |
| 3Y | -20.7% | +95.2% | -115.8% | -47.5% |
| 5Y | -45.4% | +14.5% | -59.9% | -56.9% |
| All | -45.4% | +14.8% | -60.2% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling