+96.0%
TFC vs DE
+88.0%
+7.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | +2.3% | +0.3% | +2.0% | +2.1% |
| 30D | +10.8% | +3.6% | +7.2% | +9.4% |
| 3M | -3.8% | +10.2% | -14.0% | -7.5% |
| 6M | +9.6% | +16.6% | -7.0% | +2.6% |
| YTD | +5.8% | +45.8% | -40.0% | -11.6% |
| 1Y | +16.2% | +43.9% | -27.7% | -2.6% |
| 3Y | +96.0% | +89.6% | +6.4% | +41.3% |
| All | +96.0% | +88.0% | +7.9% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling