+12.8%
TFC vs DE
+18.9%
-6.2%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +2.4% | +10.0% | -7.6% | 0.0% |
| 30D | -1.3% | +13.3% | -14.6% | -4.3% |
| 3M | +6.1% | +17.5% | -11.4% | +1.2% |
| All | +12.8% | +18.9% | -6.2% | +8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling