+2,700.2%
TFC vs DE
+14,847.5%
-12,147.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +2.4% | +10.0% | -7.6% | -1.4% |
| 30D | -1.3% | +13.3% | -14.6% | -6.3% |
| 3M | +6.1% | +17.5% | -11.4% | -1.0% |
| 6M | +7.3% | +13.6% | -6.2% | +1.2% |
| YTD | +8.2% | +49.8% | -41.6% | -9.1% |
| 1Y | +14.4% | +47.9% | -33.4% | -3.6% |
| 3Y | +93.7% | +72.5% | +21.2% | +52.2% |
| 5Y | +16.4% | +90.2% | -73.8% | -13.8% |
| 10Y | +101.6% | +865.4% | -763.8% | -17.0% |
| All | +2,700.2% | +14,847.5% | -12,147.3% | +549.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling