+2,640.5%
TFC vs DTE
+3,521.9%
-881.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.6% |
| 7D | +2.2% | +0.9% | +1.4% | +1.8% |
| 30D | -2.5% | -1.9% | -0.6% | -1.5% |
| 3M | +4.5% | -3.3% | +7.9% | +6.3% |
| 6M | +11.0% | -7.1% | +18.1% | +15.0% |
| YTD | +5.9% | +8.1% | -2.2% | +0.8% |
| 1Y | +14.6% | +5.3% | +9.3% | +10.4% |
| 3Y | +96.7% | +48.2% | +48.6% | +55.7% |
| 5Y | +15.6% | +33.2% | -17.7% | -4.4% |
| 10Y | +98.6% | +137.5% | -38.9% | +20.9% |
| All | +2,640.5% | +3,521.9% | -881.4% | +495.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling