+95.3%
TFC vs DE
+867.0%
-771.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.5% | -2.4% | -0.1% | -1.2% |
| 30D | -2.8% | +9.7% | -12.5% | -8.1% |
| 3M | +2.1% | +21.4% | -19.2% | -9.0% |
| 6M | +10.1% | +15.0% | -4.9% | +0.4% |
| YTD | +5.4% | +46.4% | -41.0% | -17.5% |
| 1Y | +16.3% | +45.6% | -29.3% | -9.1% |
| 3Y | +95.9% | +76.8% | +19.1% | +33.4% |
| 5Y | +16.0% | +99.4% | -83.4% | -30.3% |
| All | +95.3% | +867.0% | -771.7% | -49.2% |
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