+95.6%
TFC vs DTE
+137.8%
-42.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +1.0% |
| 7D | -2.4% | -2.6% | +0.2% | -0.8% |
| 30D | -3.4% | -4.4% | +1.0% | -0.6% |
| 3M | +0.4% | -8.3% | +8.8% | +5.9% |
| 6M | +12.7% | -8.1% | +20.8% | +18.2% |
| YTD | +5.6% | +4.4% | +1.2% | +1.5% |
| 1Y | +16.0% | +0.2% | +15.9% | +14.4% |
| 3Y | +94.0% | +42.6% | +51.4% | +47.7% |
| 5Y | +16.2% | +31.5% | -15.3% | -8.8% |
| All | +95.6% | +137.8% | -42.3% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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