+95.6%
TFC vs DE
+863.9%
-768.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.3% |
| 7D | -2.4% | -2.6% | +0.1% | -1.0% |
| 30D | -3.4% | +9.0% | -12.4% | -8.3% |
| 3M | +0.4% | +19.1% | -18.7% | -9.7% |
| 6M | +12.7% | +14.4% | -1.7% | +3.0% |
| YTD | +5.6% | +45.9% | -40.4% | -17.2% |
| 1Y | +16.0% | +43.6% | -27.6% | -8.6% |
| 3Y | +94.0% | +75.9% | +18.1% | +32.5% |
| 5Y | +16.2% | +98.8% | -82.6% | -30.1% |
| All | +95.6% | +863.9% | -768.3% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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